+64.2%
IWM vs ELF
+18.9%
+45.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.7% | -4.7% | +0.3% |
| 7D | -2.0% | +4.0% | -6.0% | -2.5% |
| 30D | -1.5% | +10.6% | -12.0% | -2.7% |
| 3M | -8.0% | +25.8% | -33.8% | -10.7% |
| 6M | -4.1% | +89.1% | -93.2% | -11.8% |
| YTD | +11.9% | +52.7% | -40.8% | +4.9% |
| 1Y | +15.0% | +51.7% | -36.7% | +7.7% |
| 3Y | +64.2% | +14.2% | +50.0% | +32.5% |
| All | +64.2% | +18.9% | +45.3% | +32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling