+7.2%
ELAN vs IRE
-85.1%
+92.3%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.5% | +1.3% |
| 7D | -5.4% | -4.5% | -0.9% | -5.3% |
| 30D | +4.7% | -7.8% | +12.5% | +4.6% |
| 3M | -3.7% | -60.0% | +56.3% | -0.7% |
| 6M | -1.2% | -48.3% | +47.1% | -0.2% |
| YTD | +2.4% | -54.5% | +56.8% | +3.0% |
| All | +7.2% | -85.1% | +92.3% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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