-30.4%
ELAN vs IBN
+58.3%
-88.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +0.6% |
| 7D | -5.4% | -3.0% | -2.4% | -4.3% |
| 30D | +4.7% | -1.5% | +6.2% | +5.3% |
| 3M | -3.7% | +7.9% | -11.6% | -6.6% |
| 6M | -1.2% | +8.6% | -9.8% | -4.4% |
| YTD | +2.4% | -0.6% | +2.9% | +2.1% |
| 1Y | +23.4% | -7.3% | +30.7% | +25.8% |
| 3Y | +96.7% | +26.2% | +70.5% | +72.9% |
| All | -30.4% | +58.3% | -88.7% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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