+51.7%
ELF vs IRE
-98.3%
+150.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +39.6% | -33.9% | +3.4% |
| 7D | +4.0% | -27.2% | +31.2% | +4.6% |
| 30D | +10.6% | -75.1% | +85.7% | +17.2% |
| 3M | +25.8% | -77.9% | +103.7% | +32.9% |
| 6M | +89.1% | -94.6% | +183.6% | +109.0% |
| YTD | +52.7% | -91.5% | +144.3% | +55.8% |
| 1Y | +51.7% | -97.8% | +149.6% | +79.8% |
| All | +51.7% | -98.3% | +150.1% | +79.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling