-12.4%
IP vs ELF
+266.1%
-278.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.7% | -4.9% | +0.3% |
| 7D | -5.1% | +4.0% | -9.0% | -5.4% |
| 30D | +8.5% | +10.6% | -2.1% | +7.4% |
| 3M | -13.8% | +25.8% | -39.6% | -15.9% |
| 6M | +5.7% | +89.1% | -83.3% | -1.3% |
| YTD | -9.1% | +52.7% | -61.9% | -13.7% |
| 1Y | -0.8% | +51.7% | -52.6% | -5.9% |
| 3Y | +14.8% | +14.2% | +0.6% | +1.1% |
| All | -12.4% | +266.1% | -278.5% | -44.8% |
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 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