+166.1%
IJR vs ELF
+334.6%
-168.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.9% | +4.1% | 0.0% |
| 7D | +0.9% | -1.2% | +2.1% | +1.1% |
| 30D | -3.1% | +5.9% | -9.1% | -4.2% |
| 3M | +4.4% | +99.5% | -95.1% | -7.3% |
| 6M | +16.1% | +26.5% | -10.4% | +10.3% |
| YTD | +20.6% | +37.2% | -16.6% | +12.3% |
| 1Y | +22.9% | -24.4% | +47.3% | +24.1% |
| 3Y | +55.2% | -23.3% | +78.5% | +44.8% |
| 5Y | +41.1% | +245.2% | -204.1% | -6.9% |
| All | +166.1% | +334.6% | -168.5% | +51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling