+55.4%
IOT vs ELF
+216.3%
-160.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.4% |
| 7D | -4.5% | -11.6% | +7.1% | -1.9% |
| 30D | -2.4% | +4.6% | -7.1% | -3.6% |
| 3M | +19.0% | +59.7% | -40.7% | +6.5% |
| 6M | +19.6% | +21.2% | -1.6% | +12.9% |
| YTD | +8.3% | +27.4% | -19.2% | -0.2% |
| 1Y | -0.8% | -29.8% | +29.0% | +3.7% |
| 3Y | +24.4% | -28.5% | +52.9% | +11.7% |
| All | +55.4% | +216.3% | -160.9% | -44.0% |
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 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