-22.6%
ELAN vs IP
-12.0%
-10.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.8% | +7.9% | +8.3% |
| 7D | +11.6% | -5.1% | +16.7% | +14.4% |
| 30D | +15.1% | +8.5% | +6.6% | +10.8% |
| 3M | +6.4% | -13.8% | +20.2% | +13.5% |
| 6M | -1.7% | +5.7% | -7.4% | -5.6% |
| YTD | +13.7% | -9.1% | +22.9% | +15.0% |
| 1Y | +19.6% | -0.8% | +20.4% | +15.5% |
| 3Y | +175.0% | +14.8% | +160.2% | +131.6% |
| All | -22.6% | -12.0% | -10.6% | -27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling