+5.7%
IYR vs ELF
+230.6%
-224.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +2.9% | -0.8% |
| 7D | -0.9% | -6.8% | +5.9% | -0.4% |
| 30D | -2.4% | +5.1% | -7.4% | -2.8% |
| 3M | -2.0% | +79.8% | -81.8% | -6.9% |
| 6M | +2.5% | +29.7% | -27.2% | -0.3% |
| YTD | +8.3% | +31.6% | -23.3% | +4.9% |
| 1Y | +6.5% | -27.9% | +34.4% | +7.6% |
| 3Y | +29.3% | -26.4% | +55.8% | +22.8% |
| 5Y | +5.7% | +235.6% | -229.9% | -32.5% |
| All | +5.7% | +230.6% | -224.9% | -32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling