-34.6%
ELAN vs IAG
+408.4%
-443.0%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.9% | -1.9% |
| 7D | -4.6% | +1.7% | -6.3% | -4.7% |
| 30D | +5.7% | +11.4% | -5.7% | +4.8% |
| 3M | -3.9% | +33.0% | -36.9% | -6.2% |
| 6M | -1.6% | -6.0% | +4.4% | -1.9% |
| YTD | +4.1% | +24.6% | -20.5% | +1.7% |
| 1Y | +25.5% | +105.0% | -79.5% | +18.5% |
| 3Y | +103.2% | +837.9% | -734.7% | +66.9% |
| 5Y | -29.8% | +817.0% | -846.7% | -44.0% |
| All | -34.6% | +408.4% | -443.0% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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