+121.6%
ICE vs ELAN
-29.1%
+150.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | 0.0% |
| 7D | -5.3% | -6.4% | +1.1% | -4.3% |
| 30D | +3.0% | +0.6% | +2.4% | +2.8% |
| 3M | +11.4% | 0.0% | +11.5% | +11.0% |
| 6M | -2.0% | -3.4% | +1.4% | -2.7% |
| YTD | -3.1% | +1.0% | -4.1% | -4.7% |
| 1Y | -8.4% | +24.7% | -33.1% | -13.5% |
| 3Y | +40.7% | +97.2% | -56.5% | +14.7% |
| 5Y | +40.0% | -31.5% | +71.5% | +46.2% |
| All | +121.6% | -29.1% | +150.7% | +100.8% |
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 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