+347.2%
ELF vs IRM
+411.9%
-64.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +6.3% | -5.1% | +11.4% | +8.4% |
| 30D | +8.5% | -3.3% | +11.8% | +9.6% |
| 3M | +24.4% | -8.2% | +32.6% | +28.0% |
| 6M | +94.7% | -12.8% | +107.5% | +103.4% |
| YTD | +55.9% | +36.6% | +19.2% | +32.1% |
| 1Y | +48.4% | +11.9% | +36.5% | +37.3% |
| 3Y | +24.6% | +105.1% | -80.5% | -14.2% |
| 5Y | +285.0% | +182.4% | +102.6% | +126.1% |
| 10Y | +357.2% | +505.1% | -147.9% | +95.5% |
| All | +347.2% | +411.9% | -64.7% | +109.4% |
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