-34.6%
ELAN vs IBN
+234.8%
-269.4%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | 0.0% | -1.1% |
| 7D | -4.6% | -5.1% | +0.5% | -2.8% |
| 30D | +5.7% | -3.5% | +9.2% | +7.1% |
| 3M | -3.9% | +11.3% | -15.2% | -7.6% |
| 6M | -1.6% | +4.4% | -6.1% | -3.1% |
| YTD | +4.1% | -1.8% | +5.9% | +4.6% |
| 1Y | +25.5% | -8.0% | +33.5% | +28.8% |
| 3Y | +103.2% | +27.1% | +76.1% | +82.7% |
| 5Y | -29.8% | +54.5% | -84.3% | -41.8% |
| All | -34.6% | +234.8% | -269.4% | -59.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling