+44.7%
IBKR vs ELF
-17.5%
+62.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.7% |
| 7D | -3.3% | +5.4% | -8.6% | -4.0% |
| 30D | +4.5% | +27.0% | -22.5% | +1.0% |
| 3M | +6.5% | +113.2% | -106.7% | -4.9% |
| 6M | +34.2% | +36.6% | -2.4% | +27.3% |
| YTD | +44.5% | +44.2% | +0.2% | +35.7% |
| 1Y | +44.7% | -18.0% | +62.7% | +45.8% |
| All | +44.7% | -17.5% | +62.2% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling