+313.8%
ELF vs IFF
-22.4%
+336.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | +5.4% | -1.8% | +7.2% | +6.0% |
| 30D | +27.0% | -2.0% | +28.9% | +27.7% |
| 3M | +113.2% | +18.5% | +94.7% | +100.0% |
| 6M | +36.6% | +11.7% | +24.9% | +29.7% |
| YTD | +44.2% | +29.6% | +14.7% | +29.5% |
| 1Y | -18.0% | +35.0% | -52.9% | -27.4% |
| 3Y | -19.9% | +32.3% | -52.2% | -29.0% |
| 5Y | +257.7% | -34.6% | +292.3% | +295.3% |
| All | +313.8% | -22.4% | +336.2% | +322.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IFF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling