+115.5%
IBM vs ELF
+259.0%
-143.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.1% |
| 7D | -0.3% | +5.4% | -5.6% | -0.7% |
| 30D | +0.3% | +27.0% | -26.7% | -1.4% |
| 3M | -21.6% | +113.2% | -134.8% | -25.5% |
| 6M | -4.7% | +36.6% | -41.3% | -7.1% |
| YTD | -19.1% | +44.2% | -63.3% | -21.5% |
| 1Y | -2.5% | -18.0% | +15.5% | -3.0% |
| 3Y | +74.2% | -19.9% | +94.1% | +67.3% |
| All | +115.5% | +259.0% | -143.5% | +69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling