+253.1%
IAU vs ELAN
-28.2%
+281.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.8% | +0.5% |
| 7D | -2.0% | -5.4% | +3.4% | -1.9% |
| 30D | -1.5% | +4.7% | -6.2% | -1.6% |
| 3M | +3.3% | -3.7% | +6.9% | +3.3% |
| 6M | -16.2% | -1.2% | -15.0% | -16.3% |
| YTD | +0.7% | +2.4% | -1.7% | +0.6% |
| 1Y | +19.2% | +23.4% | -4.1% | +18.9% |
| 3Y | +124.4% | +96.7% | +27.7% | +122.1% |
| 5Y | +140.0% | -30.6% | +170.6% | +140.3% |
| All | +253.1% | -28.2% | +281.3% | +243.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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