+123.9%
ICE vs ELAN
-28.2%
+152.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.3% | +0.8% |
| 7D | -2.4% | -5.4% | +3.0% | -1.5% |
| 30D | +4.0% | +4.7% | -0.7% | +3.1% |
| 3M | +13.7% | -3.7% | +17.3% | +14.0% |
| 6M | +0.9% | -1.2% | +2.1% | -0.1% |
| YTD | -2.1% | +2.4% | -4.5% | -3.9% |
| 1Y | -9.5% | +23.4% | -32.9% | -14.4% |
| 3Y | +42.1% | +96.7% | -54.6% | +16.0% |
| 5Y | +41.4% | -30.6% | +72.0% | +47.3% |
| All | +123.9% | -28.2% | +152.0% | +102.4% |
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