+25.0%
IWM vs ELF
-23.1%
+48.1%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | 0.0% |
| 7D | +1.4% | -1.2% | +2.6% | +1.5% |
| 30D | -2.3% | +5.9% | -8.2% | -2.9% |
| 3M | +4.0% | +99.5% | -95.6% | -3.1% |
| 6M | +17.9% | +26.5% | -8.6% | +14.5% |
| YTD | +20.2% | +37.2% | -17.0% | +15.3% |
| 1Y | +25.0% | -24.4% | +49.4% | +25.6% |
| All | +25.0% | -23.1% | +48.1% | +25.6% |
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