+162.3%
IJR vs ELF
+303.8%
-141.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.3% |
| 7D | -2.2% | -11.6% | +9.5% | -0.2% |
| 30D | -4.6% | +4.6% | -9.2% | -5.4% |
| 3M | +0.2% | +59.7% | -59.5% | -7.7% |
| 6M | +14.7% | +21.2% | -6.5% | +9.8% |
| YTD | +18.9% | +27.4% | -8.6% | +12.0% |
| 1Y | +19.9% | -29.8% | +49.8% | +22.6% |
| 3Y | +53.0% | -28.5% | +81.5% | +44.3% |
| 5Y | +40.9% | +220.0% | -179.2% | -5.9% |
| All | +162.3% | +303.8% | -141.5% | +51.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling