+136.0%
IBM vs ELAN
-28.2%
+164.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.4% | +2.6% | +3.7% |
| 7D | +3.6% | -5.4% | +9.0% | +4.6% |
| 30D | +3.1% | +4.7% | -1.6% | +2.2% |
| 3M | -10.8% | -3.7% | -7.2% | -10.7% |
| 6M | -0.8% | -1.2% | +0.4% | -2.0% |
| YTD | -16.2% | +2.4% | -18.6% | -17.8% |
| 1Y | -2.9% | +23.4% | -26.3% | -8.2% |
| 3Y | +79.8% | +96.7% | -16.8% | +46.9% |
| 5Y | +124.9% | -30.6% | +155.5% | +137.4% |
| All | +136.0% | -28.2% | +164.2% | +120.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling