-0.8%
IP vs ELF
+29.9%
-30.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.7% | -4.9% | 0.0% |
| 7D | -5.1% | +4.0% | -9.0% | -5.6% |
| 30D | +8.5% | +10.6% | -2.1% | +7.0% |
| 3M | -13.8% | +25.8% | -39.6% | -16.4% |
| 6M | +5.7% | +89.1% | -83.3% | -3.1% |
| YTD | -9.1% | +52.7% | -61.9% | -14.3% |
| 1Y | -0.8% | +51.7% | -52.6% | -6.6% |
| All | -0.8% | +29.9% | -30.7% | -6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling