+135.8%
IBM vs ELF
+334.6%
-198.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.9% | +3.7% | -0.7% |
| 7D | +0.3% | -1.2% | +1.5% | +0.4% |
| 30D | -1.5% | +5.9% | -7.4% | -2.1% |
| 3M | -16.8% | +99.5% | -116.3% | -22.4% |
| 6M | -9.0% | +26.5% | -35.6% | -11.7% |
| YTD | -20.1% | +37.2% | -57.2% | -23.2% |
| 1Y | -7.0% | -24.4% | +17.4% | -6.5% |
| 3Y | +72.4% | -23.3% | +95.7% | +64.8% |
| 5Y | +112.0% | +245.2% | -133.2% | +61.5% |
| All | +135.8% | +334.6% | -198.8% | +55.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling