-35.6%
ELAN vs IRM
+396.0%
-431.6%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.7% | +0.5% |
| 7D | -5.4% | -1.4% | -4.0% | -4.8% |
| 30D | +4.7% | -7.4% | +12.1% | +7.8% |
| 3M | -3.7% | -7.4% | +3.7% | -1.2% |
| 6M | -1.2% | +8.7% | -9.9% | -5.0% |
| YTD | +2.4% | +40.9% | -38.6% | -11.8% |
| 1Y | +23.4% | +20.5% | +2.9% | +12.6% |
| 3Y | +96.7% | +101.7% | -5.0% | +39.5% |
| 5Y | -30.6% | +197.7% | -228.2% | -57.9% |
| All | -35.6% | +396.0% | -431.6% | -69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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