+176.4%
IJH vs ELF
+317.0%
-140.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | -0.5% |
| 7D | -0.7% | -6.8% | +6.0% | +0.3% |
| 30D | -3.8% | +5.1% | -8.9% | -4.7% |
| 3M | 0.0% | +79.8% | -79.8% | -9.1% |
| 6M | +8.8% | +29.7% | -21.0% | +3.3% |
| YTD | +13.5% | +31.6% | -18.1% | +6.8% |
| 1Y | +15.4% | -27.9% | +43.3% | +17.3% |
| 3Y | +50.9% | -26.4% | +77.4% | +42.1% |
| 5Y | +47.8% | +235.6% | -187.8% | +0.2% |
| All | +176.4% | +317.0% | -140.6% | +62.8% |
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