+700.6%
IYR vs EL
+503.3%
+197.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.7% | -1.7% |
| 7D | -1.2% | +0.8% | -2.0% | -1.5% |
| 30D | -2.9% | +19.8% | -22.7% | -9.1% |
| 3M | +0.8% | +25.7% | -24.9% | -7.4% |
| 6M | +1.9% | +5.4% | -3.6% | -2.1% |
| YTD | +9.6% | +0.2% | +9.4% | +5.7% |
| 1Y | +8.1% | +20.4% | -12.4% | -3.2% |
| 3Y | +29.2% | -32.1% | +61.3% | +31.3% |
| 5Y | +4.3% | -67.2% | +71.5% | +36.1% |
| 10Y | +64.7% | +31.7% | +32.9% | +15.2% |
| All | +700.6% | +503.3% | +197.2% | +142.6% |
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