+14.2%
ELF vs IRM
+90.1%
-75.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.0% | +4.8% | +5.3% |
| 7D | +4.0% | -8.6% | +12.6% | +7.5% |
| 30D | +10.6% | -8.0% | +18.6% | +13.9% |
| 3M | +25.8% | -12.0% | +37.8% | +31.4% |
| 6M | +89.1% | -18.2% | +107.2% | +102.3% |
| YTD | +52.7% | +31.4% | +21.4% | +28.6% |
| 1Y | +51.7% | +9.2% | +42.6% | +39.2% |
| 3Y | +14.2% | +94.6% | -80.4% | -39.6% |
| All | +14.2% | +90.1% | -75.8% | -39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling