+972.5%
IBKR vs ELF
+303.8%
+668.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +2.0% |
| 7D | -1.3% | -11.6% | +10.3% | +0.3% |
| 30D | -0.2% | +4.6% | -4.9% | -0.9% |
| 3M | +3.0% | +59.7% | -56.8% | -4.0% |
| 6M | +33.9% | +21.2% | +12.6% | +29.1% |
| YTD | +42.5% | +27.4% | +15.1% | +35.9% |
| 1Y | +44.9% | -29.8% | +74.7% | +47.7% |
| 3Y | +293.0% | -28.5% | +321.5% | +272.4% |
| 5Y | +497.7% | +220.0% | +277.6% | +326.4% |
| All | +972.5% | +303.8% | +668.7% | +579.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling