+23.9%
IP vs ELF
-19.9%
+43.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.1% | +0.1% | +2.0% |
| 7D | -5.3% | +5.4% | -10.6% | -5.7% |
| 30D | -10.9% | +27.0% | -37.8% | -12.7% |
| 3M | +11.2% | +113.2% | -102.0% | +3.9% |
| 6M | -10.2% | +36.6% | -46.8% | -13.0% |
| YTD | -2.0% | +44.2% | -46.2% | -5.7% |
| 1Y | -19.1% | -18.0% | -1.1% | -19.4% |
| All | +23.9% | -19.9% | +43.8% | +10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling