-36.5%
ELAN vs INDA
+54.9%
-91.4%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.8% | -2.2% |
| 7D | -6.4% | -3.6% | -2.8% | -4.1% |
| 30D | +0.6% | -4.0% | +4.5% | +3.2% |
| 3M | 0.0% | +1.7% | -1.8% | -1.1% |
| 6M | -3.4% | -3.6% | +0.2% | -0.7% |
| YTD | +1.0% | -11.0% | +12.0% | +8.9% |
| 1Y | +24.7% | -9.5% | +34.2% | +33.0% |
| 3Y | +97.2% | +7.6% | +89.6% | +87.4% |
| 5Y | -31.5% | +4.8% | -36.3% | -34.1% |
| All | -36.5% | +54.9% | -91.4% | -56.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling