+162.1%
IWM vs ELF
+317.0%
-154.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.7% | -0.7% |
| 7D | -1.1% | -6.8% | +5.6% | 0.0% |
| 30D | -3.1% | +5.1% | -8.2% | -4.1% |
| 3M | +2.2% | +79.8% | -77.6% | -7.9% |
| 6M | +15.1% | +29.7% | -14.6% | +8.8% |
| YTD | +18.6% | +31.6% | -13.1% | +11.0% |
| 1Y | +24.0% | -27.9% | +51.9% | +26.3% |
| 3Y | +63.7% | -26.4% | +90.1% | +53.9% |
| 5Y | +38.2% | +235.6% | -197.4% | -8.6% |
| All | +162.1% | +317.0% | -154.9% | +50.4% |
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