-10.6%
ELF vs IRE
-97.0%
+86.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -23.2% | +25.1% | +3.5% |
| 7D | -1.5% | -46.8% | +45.3% | +2.1% |
| 30D | +9.5% | -75.5% | +85.0% | +18.9% |
| 3M | +29.4% | -79.4% | +108.8% | +40.4% |
| 6M | +83.7% | -91.3% | +175.0% | +102.2% |
| YTD | +49.4% | -90.8% | +140.3% | +49.0% |
| 1Y | -3.9% | -97.7% | +93.8% | +19.7% |
| All | -10.6% | -97.0% | +86.4% | +1.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling