+26.6%
IP vs ELF
+357.0%
-330.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.1% | +0.1% | +1.9% |
| 7D | -5.3% | +5.4% | -10.6% | -5.9% |
| 30D | -10.9% | +27.0% | -37.8% | -13.5% |
| 3M | +11.2% | +113.2% | -102.0% | +0.9% |
| 6M | -10.2% | +36.6% | -46.8% | -14.3% |
| YTD | -2.0% | +44.2% | -46.2% | -7.5% |
| 1Y | -19.1% | -18.0% | -1.1% | -19.3% |
| 3Y | +20.9% | -19.9% | +40.8% | +13.1% |
| 5Y | -17.8% | +257.7% | -275.5% | -40.9% |
| All | +26.6% | +357.0% | -330.3% | -19.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling