+58.6%
ELF vs IRE
-97.6%
+156.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -14.4% | +18.3% | +4.7% |
| 7D | +1.6% | -31.8% | +33.4% | +3.6% |
| 30D | +9.1% | -71.8% | +80.9% | +14.7% |
| 3M | +28.2% | -88.9% | +117.1% | +40.3% |
| 6M | +119.5% | -95.4% | +214.9% | +143.4% |
| YTD | +55.2% | -94.2% | +149.4% | +62.1% |
| 1Y | +58.6% | -97.1% | +155.7% | +73.8% |
| All | +58.6% | -97.6% | +156.2% | +73.8% |
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