-19.5%
ELF vs IRM
+103.0%
-122.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +1.5% |
| 7D | +5.4% | -0.5% | +5.8% | +5.5% |
| 30D | +27.0% | -8.1% | +35.1% | +30.7% |
| 3M | +113.2% | -9.7% | +122.9% | +120.3% |
| 6M | +36.6% | +10.0% | +26.6% | +27.9% |
| YTD | +44.2% | +43.0% | +1.2% | +18.7% |
| 1Y | -18.0% | +32.7% | -50.7% | -30.7% |
| All | -19.5% | +103.0% | -122.5% | -51.8% |
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