+338.3%
ELF vs IRM
+392.2%
-54.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.0% | +4.8% | +5.3% |
| 7D | +4.0% | -8.6% | +12.6% | +7.8% |
| 30D | +10.6% | -8.0% | +18.6% | +14.1% |
| 3M | +25.8% | -12.0% | +37.8% | +31.8% |
| 6M | +89.1% | -18.2% | +107.2% | +102.9% |
| YTD | +52.7% | +31.4% | +21.4% | +31.6% |
| 1Y | +51.7% | +9.2% | +42.6% | +41.6% |
| 3Y | +14.2% | +94.6% | -80.4% | -19.6% |
| 5Y | +270.7% | +170.2% | +100.5% | +121.8% |
| 10Y | +341.9% | +464.3% | -122.4% | +94.0% |
| All | +338.3% | +392.2% | -54.0% | +108.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling