+149.9%
IBM vs ELF
+354.8%
-204.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | +0.2% |
| 7D | -2.5% | +7.8% | -10.4% | -3.3% |
| 30D | +8.4% | +9.3% | -0.9% | +7.4% |
| 3M | +4.5% | +21.2% | -16.7% | +2.3% |
| 6M | +7.9% | +96.1% | -88.2% | +0.5% |
| YTD | -15.2% | +57.0% | -72.2% | -19.7% |
| 1Y | -17.6% | +61.9% | -79.4% | -22.3% |
| 3Y | +82.1% | +20.0% | +62.0% | +65.7% |
| 5Y | +143.3% | +284.8% | -141.4% | +83.4% |
| 10Y | +149.9% | +364.2% | -214.3% | +62.9% |
| All | +149.9% | +354.8% | -204.9% | +62.9% |
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