+293.0%
IBKR vs ELAN
+99.1%
+193.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +2.0% |
| 7D | -1.3% | -5.4% | +4.1% | -0.5% |
| 30D | -0.2% | +4.7% | -4.9% | -1.0% |
| 3M | +3.0% | -3.7% | +6.6% | +3.2% |
| 6M | +33.9% | -1.2% | +35.1% | +33.1% |
| YTD | +42.5% | +2.4% | +40.1% | +41.0% |
| 1Y | +44.9% | +23.4% | +21.5% | +39.5% |
| 3Y | +293.0% | +96.7% | +196.3% | +215.8% |
| All | +293.0% | +99.1% | +193.9% | +215.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling