+5.6%
IYR vs ELF
-31.2%
+36.8%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.4% | -0.8% |
| 7D | -2.8% | -10.8% | +8.0% | -2.5% |
| 30D | -2.5% | +0.8% | -3.3% | -2.6% |
| 3M | -3.0% | +64.8% | -67.7% | -4.8% |
| 6M | +1.6% | +19.0% | -17.3% | +0.7% |
| YTD | +7.3% | +25.9% | -18.6% | +6.0% |
| 1Y | +5.6% | -28.8% | +34.4% | +5.6% |
| All | +5.6% | -31.2% | +36.8% | +5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling