+30.8%
IYR vs ELF
-24.1%
+54.9%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.9% | +4.8% | +0.2% |
| 7D | -0.4% | -1.2% | +0.8% | -0.3% |
| 30D | -2.5% | +5.9% | -8.4% | -2.8% |
| 3M | +1.5% | +99.5% | -98.1% | -2.3% |
| 6M | +3.9% | +26.5% | -22.7% | +2.2% |
| YTD | +9.5% | +37.2% | -27.6% | +7.1% |
| 1Y | +7.5% | -24.4% | +31.9% | +7.8% |
| All | +30.8% | -24.1% | +54.9% | +21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling