+74.7%
IBM vs ELF
-17.1%
+91.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.1% |
| 7D | -0.3% | +5.4% | -5.6% | -0.6% |
| 30D | +0.3% | +27.0% | -26.7% | -1.3% |
| 3M | -21.6% | +113.2% | -134.8% | -25.1% |
| 6M | -4.7% | +36.6% | -41.3% | -7.0% |
| YTD | -19.1% | +44.2% | -63.3% | -21.2% |
| 1Y | -2.5% | -18.0% | +15.5% | -3.2% |
| All | +74.7% | -17.1% | +91.8% | +59.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling