-28.5%
ELAN vs IP
-4.2%
-24.3%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.8% | +7.9% | +8.3% |
| 7D | +11.6% | -5.1% | +16.7% | +14.3% |
| 30D | +15.1% | +8.5% | +6.6% | +10.9% |
| 3M | +6.4% | -13.8% | +20.2% | +13.3% |
| 6M | -1.7% | +5.7% | -7.4% | -5.3% |
| YTD | +13.7% | -9.1% | +22.9% | +15.4% |
| 1Y | +19.6% | -0.8% | +20.4% | +16.3% |
| 3Y | +175.0% | +14.8% | +160.2% | +140.8% |
| 5Y | -24.5% | -11.5% | -13.0% | -26.5% |
| All | -28.5% | -4.2% | -24.3% | -47.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling