+96.7%
ELAN vs IT
-49.4%
+146.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.3% | -3.9% | +0.6% |
| 7D | -5.4% | -3.7% | -1.8% | -5.0% |
| 30D | +4.7% | +0.1% | +4.6% | +4.5% |
| 3M | -3.7% | +20.7% | -24.3% | -7.0% |
| 6M | -1.2% | +12.0% | -13.2% | -4.0% |
| YTD | +2.4% | -28.8% | +31.2% | +9.7% |
| 1Y | +23.4% | -25.5% | +48.9% | +29.8% |
| 3Y | +96.7% | -48.8% | +145.4% | +141.5% |
| All | +96.7% | -49.4% | +146.1% | +141.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 3y: compounded portfolio wealth divided by compounded IT 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…
3y analysis · Full analysis span regression · 6 months rolling