-34.6%
ELAN vs IT
+9.5%
-44.1%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.3% |
| 7D | -4.6% | -9.1% | +4.6% | -2.0% |
| 30D | +5.7% | -12.2% | +17.9% | +9.4% |
| 3M | -3.9% | +7.8% | -11.7% | -8.0% |
| 6M | -1.6% | +2.0% | -3.6% | -5.4% |
| YTD | +4.1% | -32.7% | +36.8% | +14.4% |
| 1Y | +25.5% | -31.1% | +56.6% | +35.5% |
| 3Y | +103.2% | -52.1% | +155.3% | +146.2% |
| 5Y | -29.8% | -46.3% | +16.5% | -20.5% |
| All | -34.6% | +9.5% | -44.1% | -54.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling