+166.9%
IWM vs ELF
+357.0%
-190.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | -0.1% |
| 7D | +0.1% | +5.4% | -5.3% | -0.8% |
| 30D | -1.3% | +27.0% | -28.2% | -5.3% |
| 3M | +1.6% | +113.2% | -111.6% | -11.1% |
| 6M | +13.6% | +36.6% | -23.0% | +6.4% |
| YTD | +20.8% | +44.2% | -23.5% | +11.4% |
| 1Y | +26.4% | -18.0% | +44.4% | +26.0% |
| 3Y | +60.7% | -19.9% | +80.6% | +49.0% |
| 5Y | +38.2% | +257.7% | -219.5% | -9.5% |
| All | +166.9% | +357.0% | -190.0% | +50.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling