-35.6%
ELAN vs IFF
-25.9%
-9.7%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.6% |
| 7D | -5.4% | -3.2% | -2.3% | -4.0% |
| 30D | +4.7% | -0.3% | +5.0% | +4.9% |
| 3M | -3.7% | +8.4% | -12.1% | -7.4% |
| 6M | -1.2% | +23.0% | -24.2% | -9.7% |
| YTD | +2.4% | +25.5% | -23.1% | -7.6% |
| 1Y | +23.4% | +29.1% | -5.7% | +9.7% |
| 3Y | +96.7% | +31.7% | +65.0% | +71.6% |
| 5Y | -30.6% | -35.2% | +4.6% | -21.9% |
| All | -35.6% | -25.9% | -9.7% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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