+286.6%
ELF vs IRM
+524.5%
-238.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.9% | -6.1% | -5.0% |
| 7D | +3.4% | +8.6% | -5.3% | -0.3% |
| 30D | +5.0% | 0.0% | +5.0% | +4.5% |
| 3M | +22.6% | -7.1% | +29.7% | +25.5% |
| 6M | +104.0% | -7.9% | +111.9% | +108.2% |
| YTD | +49.3% | +41.3% | +8.0% | +24.5% |
| 1Y | +46.0% | +20.7% | +25.3% | +30.6% |
| 3Y | +19.4% | +112.2% | -92.8% | -19.2% |
| 5Y | +262.0% | +191.2% | +70.8% | +108.9% |
| All | +286.6% | +524.5% | -238.0% | +65.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling