+18.9%
IWM vs ELF
-3.2%
+22.2%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +1.3% |
| 7D | +1.0% | -1.5% | +2.5% | +1.1% |
| 30D | +0.2% | +9.5% | -9.3% | -0.6% |
| 3M | -5.6% | +29.4% | -35.0% | -7.9% |
| 6M | +2.7% | +83.7% | -81.0% | -3.4% |
| YTD | +16.2% | +49.4% | -33.3% | +10.7% |
| 1Y | +18.9% | -3.9% | +22.9% | +16.9% |
| All | +18.9% | -3.2% | +22.2% | +16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling