-3.9%
ELF vs IRM
+19.5%
-23.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.5% |
| 7D | -1.5% | +2.6% | -4.1% | -2.1% |
| 30D | +9.5% | +5.6% | +3.9% | +8.0% |
| 3M | +29.4% | -4.7% | +34.1% | +30.3% |
| 6M | +83.7% | -6.1% | +89.8% | +84.4% |
| YTD | +49.4% | +46.3% | +3.1% | +24.4% |
| 1Y | -3.9% | +18.7% | -22.7% | -18.2% |
| All | -3.9% | +19.5% | -23.4% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 1y: compounded portfolio wealth divided by compounded IRM 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…
1y analysis · Full analysis span regression · 6 months rolling