+711.5%
IYR vs EL
+552.5%
+158.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.1% |
| 7D | -1.2% | +0.3% | -1.5% | -1.3% |
| 30D | +6.1% | +12.3% | -6.2% | +1.9% |
| 3M | +0.9% | +28.4% | -27.5% | -8.0% |
| 6M | +1.2% | +36.7% | -35.6% | -10.5% |
| YTD | +11.1% | +8.4% | +2.7% | +4.0% |
| 1Y | +9.0% | +25.4% | -16.4% | -3.5% |
| 3Y | +41.4% | +3.4% | +38.0% | +23.6% |
| 5Y | +6.7% | -64.8% | +71.4% | +35.9% |
| 10Y | +87.7% | +63.0% | +24.7% | +20.6% |
| All | +711.5% | +552.5% | +158.9% | +138.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling