+26.8%
IP vs ELF
+354.8%
-328.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.8% | +0.1% | +2.6% |
| 7D | -3.0% | +7.8% | -10.9% | -3.9% |
| 30D | +10.6% | +9.3% | +1.4% | +9.4% |
| 3M | -13.6% | +21.2% | -34.8% | -15.7% |
| 6M | +10.4% | +96.1% | -85.7% | +1.0% |
| YTD | -6.5% | +57.0% | -63.4% | -12.7% |
| 1Y | -2.1% | +61.9% | -64.0% | -9.1% |
| 3Y | +22.0% | +20.0% | +2.0% | +8.1% |
| 5Y | -9.7% | +284.8% | -294.5% | -35.6% |
| 10Y | +26.8% | +364.2% | -337.4% | -19.1% |
| All | +26.8% | +354.8% | -328.0% | -19.1% |
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