+20.0%
IWM vs ELF
+266.1%
-246.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.7% | -4.7% | +0.1% |
| 7D | -2.0% | +4.0% | -6.0% | -2.6% |
| 30D | -1.5% | +10.6% | -12.0% | -3.0% |
| 3M | -8.0% | +25.8% | -33.8% | -11.3% |
| 6M | -4.1% | +89.1% | -93.2% | -13.6% |
| YTD | +11.9% | +52.7% | -40.8% | +3.1% |
| 1Y | +15.0% | +51.7% | -36.7% | +5.9% |
| 3Y | +64.2% | +14.2% | +50.0% | +39.6% |
| All | +20.0% | +266.1% | -246.1% | -38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling