+82.2%
IBM vs ELF
+24.2%
+58.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.9% | -2.9% | +0.7% |
| 7D | +1.6% | +1.6% | 0.0% | +1.4% |
| 30D | +9.2% | +9.1% | +0.1% | +8.5% |
| 3M | +4.9% | +28.2% | -23.2% | +3.0% |
| 6M | +16.8% | +119.5% | -102.8% | +10.6% |
| YTD | -14.3% | +55.2% | -69.4% | -17.3% |
| 1Y | -16.7% | +58.6% | -75.3% | -19.7% |
| 3Y | +82.2% | +21.3% | +61.0% | +64.0% |
| All | +82.2% | +24.2% | +58.0% | +64.0% |
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