+65.8%
IYR vs ELF
+357.0%
-291.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -0.9% |
| 7D | -1.2% | +5.4% | -6.6% | -1.8% |
| 30D | -2.9% | +27.0% | -29.8% | -5.5% |
| 3M | +0.8% | +113.2% | -112.4% | -7.7% |
| 6M | +1.9% | +36.6% | -34.7% | -2.5% |
| YTD | +9.6% | +44.2% | -34.6% | +3.9% |
| 1Y | +8.1% | -18.0% | +26.1% | +7.8% |
| 3Y | +29.2% | -19.9% | +49.1% | +21.8% |
| 5Y | +4.3% | +257.7% | -253.4% | -24.7% |
| All | +65.8% | +357.0% | -291.1% | +5.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling