-13.3%
IBM vs ELF
-3.2%
-10.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.5% |
| 7D | +0.4% | -1.5% | +2.0% | +0.6% |
| 30D | +14.8% | +9.5% | +5.3% | +13.9% |
| 3M | +8.9% | +29.4% | -20.4% | +6.4% |
| 6M | +12.4% | +83.7% | -71.3% | +6.9% |
| YTD | -12.4% | +49.4% | -61.8% | -15.4% |
| 1Y | -13.3% | -3.9% | -9.3% | -16.6% |
| All | -13.3% | -3.2% | -10.0% | -16.6% |
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