+56.5%
IOT vs ELF
+226.6%
-170.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.1% | +0.3% | -2.8% |
| 7D | +5.1% | -6.8% | +11.8% | +6.7% |
| 30D | -3.0% | +5.1% | -8.1% | -4.3% |
| 3M | +15.0% | +79.8% | -64.8% | +0.2% |
| 6M | +13.1% | +29.7% | -16.6% | +5.0% |
| YTD | +9.0% | +31.6% | -22.6% | -0.2% |
| 1Y | +0.1% | -27.9% | +28.0% | +4.0% |
| 3Y | +26.4% | -26.4% | +52.9% | +12.9% |
| All | +56.5% | +226.6% | -170.2% | -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 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