-30.4%
ELAN vs INDA
+5.7%
-36.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +0.6% |
| 7D | -5.4% | -2.7% | -2.7% | -3.3% |
| 30D | +4.7% | -2.8% | +7.5% | +7.1% |
| 3M | -3.7% | +1.6% | -5.3% | -4.9% |
| 6M | -1.2% | -1.4% | +0.2% | +0.4% |
| YTD | +2.4% | -10.1% | +12.5% | +11.0% |
| 1Y | +23.4% | -8.8% | +32.1% | +32.1% |
| 3Y | +96.7% | +7.6% | +89.1% | +79.2% |
| All | -30.4% | +5.7% | -36.1% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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