-1.6%
ELAN vs IRE
-27.2%
+25.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.8% | +5.1% | -1.4% |
| 7D | -4.6% | +29.0% | -33.6% | -5.8% |
| 30D | +5.7% | +24.2% | -18.5% | +3.9% |
| 3M | -3.9% | -53.2% | +49.3% | +2.3% |
| 6M | -1.6% | -36.0% | +34.4% | -0.6% |
| All | -1.6% | -27.2% | +25.6% | -0.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling