+17.6%
IP vs ELF
+332.6%
-315.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.9% | -2.5% | +1.0% |
| 7D | -0.3% | +1.6% | -1.9% | -0.5% |
| 30D | +7.9% | +9.1% | -1.2% | +6.8% |
| 3M | -15.3% | +28.2% | -43.5% | -17.9% |
| 6M | +10.5% | +119.5% | -109.0% | -0.2% |
| YTD | -9.4% | +55.2% | -64.5% | -15.2% |
| 1Y | -4.6% | +58.6% | -63.2% | -11.1% |
| 3Y | +21.2% | +21.3% | 0.0% | +7.4% |
| 5Y | -13.3% | +276.2% | -289.5% | -37.9% |
| All | +17.6% | +332.6% | -315.0% | -25.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling