+5.7%
IYR vs EL
-68.4%
+74.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -0.6% |
| 7D | -0.9% | -2.4% | +1.4% | -0.5% |
| 30D | -2.4% | +13.7% | -16.0% | -4.8% |
| 3M | -2.0% | +14.5% | -16.5% | -4.7% |
| 6M | +2.5% | +7.4% | -4.9% | +0.2% |
| YTD | +8.3% | -4.7% | +13.0% | +7.4% |
| 1Y | +6.5% | +12.9% | -6.5% | +1.6% |
| 3Y | +29.3% | -32.2% | +61.6% | +33.5% |
| 5Y | +5.7% | -68.4% | +74.1% | +34.9% |
| All | +5.7% | -68.4% | +74.0% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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