+67.0%
IYR vs ELF
+373.0%
-306.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.5% | -0.2% |
| 7D | -0.1% | +3.4% | -3.5% | -0.5% |
| 30D | +5.7% | +5.0% | +0.7% | +5.1% |
| 3M | -0.6% | +22.6% | -23.2% | -3.0% |
| 6M | +0.5% | +104.0% | -103.4% | -7.7% |
| YTD | +10.4% | +49.3% | -38.9% | +4.1% |
| 1Y | +9.2% | +46.0% | -36.9% | +3.1% |
| 3Y | +40.5% | +19.4% | +21.1% | +25.4% |
| 5Y | +5.9% | +262.0% | -256.1% | -23.5% |
| 10Y | +86.5% | +320.5% | -234.0% | +18.2% |
| All | +67.0% | +373.0% | -306.0% | +5.5% |
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 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