-35.6%
ELAN vs INVH
+46.8%
-82.5%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.4% | +1.4% |
| 7D | -5.4% | -3.0% | -2.4% | -3.9% |
| 30D | +4.7% | -7.5% | +12.2% | +9.0% |
| 3M | -3.7% | -5.5% | +1.9% | -0.9% |
| 6M | -1.2% | +11.7% | -12.9% | -6.9% |
| YTD | +2.4% | +1.3% | +1.1% | +1.1% |
| 1Y | +23.4% | -6.1% | +29.5% | +26.5% |
| 3Y | +96.7% | -9.8% | +106.5% | +103.3% |
| 5Y | -30.6% | -19.7% | -10.9% | -24.7% |
| All | -35.6% | +46.8% | -82.5% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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