+149.0%
IBM vs ELF
+383.9%
-235.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.7% | -6.6% | -1.4% |
| 7D | -5.0% | +4.0% | -9.0% | -5.4% |
| 30D | +11.1% | +10.6% | +0.5% | +10.0% |
| 3M | +5.7% | +25.8% | -20.1% | +3.1% |
| 6M | +10.1% | +89.1% | -78.9% | +2.9% |
| YTD | -15.6% | +52.7% | -68.3% | -19.9% |
| 1Y | -19.5% | +51.7% | -71.3% | -23.7% |
| 3Y | +80.4% | +14.2% | +66.2% | +65.1% |
| 5Y | +140.0% | +270.7% | -130.7% | +81.9% |
| 10Y | +155.0% | +341.9% | -187.0% | +66.4% |
| All | +149.0% | +383.9% | -235.0% | +62.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling