-6.1%
ELF vs IRE
-97.3%
+91.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.5% | +5.3% | +2.9% |
| 7D | +7.8% | -15.5% | +23.4% | +7.7% |
| 30D | +9.3% | -70.4% | +79.7% | +16.2% |
| 3M | +21.2% | -81.6% | +102.8% | +31.6% |
| 6M | +96.1% | -94.7% | +190.8% | +124.1% |
| YTD | +57.0% | -91.8% | +148.7% | +56.3% |
| 1Y | +61.9% | -97.6% | +159.4% | +92.7% |
| All | -6.1% | -97.3% | +91.2% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 10y: compounded portfolio wealth divided by compounded IRE 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…
10y analysis · Full analysis span regression · 6 months rolling