+13.8%
IP vs ELF
+12.5%
+1.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.3% | -0.6% | -3.7% |
| 7D | -5.0% | -2.7% | -2.2% | -4.7% |
| 30D | +6.5% | +6.9% | -0.3% | +5.9% |
| 3M | -18.0% | +27.2% | -45.2% | -19.8% |
| 6M | +10.3% | +84.9% | -74.6% | +4.2% |
| YTD | -9.9% | +44.5% | -54.3% | -13.3% |
| 1Y | -1.1% | -6.8% | +5.7% | -2.4% |
| All | +13.8% | +12.5% | +1.4% | -12.2% |
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 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