-33.4%
ELAN vs IP
+1.3%
-34.7%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.1% | -1.3% |
| 7D | +0.3% | +0.1% | +0.2% | +0.2% |
| 30D | +8.4% | -11.2% | +19.6% | +14.3% |
| 3M | +1.2% | +12.3% | -11.1% | -5.0% |
| 6M | +2.6% | -5.2% | +7.9% | +3.3% |
| YTD | +5.9% | -4.0% | +9.9% | +5.0% |
| 1Y | +25.8% | -19.2% | +45.0% | +33.8% |
| 3Y | +106.8% | +20.3% | +86.5% | +77.8% |
| 5Y | -29.3% | -17.5% | -11.8% | -29.1% |
| All | -33.4% | +1.3% | -34.7% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling