-34.6%
ELAN vs IRM
+396.1%
-430.7%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.0% | -1.4% |
| 7D | -4.6% | +3.0% | -7.6% | -5.8% |
| 30D | +5.7% | -5.2% | +10.9% | +7.8% |
| 3M | -3.9% | -8.0% | +4.2% | -1.0% |
| 6M | -1.6% | +9.2% | -10.8% | -5.6% |
| YTD | +4.1% | +41.0% | -36.9% | -10.3% |
| 1Y | +25.5% | +23.3% | +2.3% | +13.5% |
| 3Y | +103.2% | +102.8% | +0.4% | +43.8% |
| 5Y | -29.8% | +192.8% | -222.6% | -57.1% |
| All | -34.6% | +396.1% | -430.7% | -69.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling