-12.3%
IP vs ELF
+259.2%
-271.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.3% | -0.6% | -3.6% |
| 7D | -5.0% | -2.7% | -2.2% | -4.7% |
| 30D | +6.5% | +6.9% | -0.3% | +5.8% |
| 3M | -18.0% | +27.2% | -45.2% | -20.1% |
| 6M | +10.3% | +84.9% | -74.6% | +3.3% |
| YTD | -9.9% | +44.5% | -54.3% | -14.0% |
| 1Y | -1.1% | -6.8% | +5.7% | -2.5% |
| 3Y | +13.0% | +14.2% | -1.2% | -0.7% |
| 5Y | -12.3% | +250.6% | -262.9% | -44.2% |
| All | -12.3% | +259.2% | -271.5% | -44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling