+63.6%
IYR vs ELF
+303.8%
-240.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.6% |
| 7D | -1.4% | -11.6% | +10.3% | 0.0% |
| 30D | -2.7% | +4.6% | -7.3% | -3.3% |
| 3M | -2.1% | +59.7% | -61.8% | -7.5% |
| 6M | +3.6% | +21.2% | -17.6% | +0.5% |
| YTD | +8.1% | +27.4% | -19.3% | +3.8% |
| 1Y | +4.7% | -29.8% | +34.5% | +6.3% |
| 3Y | +29.1% | -28.5% | +57.6% | +23.2% |
| 5Y | +6.9% | +220.0% | -213.1% | -21.9% |
| All | +63.6% | +303.8% | -240.2% | +5.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling