+42.1%
ICE vs ELAN
+99.1%
-57.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.3% | +0.9% |
| 7D | -2.4% | -5.4% | +3.0% | -2.1% |
| 30D | +4.0% | +4.7% | -0.7% | +3.7% |
| 3M | +13.7% | -3.7% | +17.3% | +13.8% |
| 6M | +0.9% | -1.2% | +2.1% | +0.6% |
| YTD | -2.1% | +2.4% | -4.5% | -2.7% |
| 1Y | -9.5% | +23.4% | -32.9% | -11.1% |
| 3Y | +42.1% | +96.7% | -54.6% | +34.1% |
| All | +42.1% | +99.1% | -57.0% | +34.1% |
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