+9.7%
IEF vs ELAN
-28.2%
+37.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.5% | -0.2% |
| 7D | -1.3% | -5.4% | +4.1% | -1.3% |
| 30D | -1.7% | +4.7% | -6.4% | -1.8% |
| 3M | -2.5% | -3.7% | +1.1% | -2.5% |
| 6M | -3.3% | -1.2% | -2.1% | -3.3% |
| YTD | -2.8% | +2.4% | -5.2% | -2.8% |
| 1Y | -2.7% | +23.4% | -26.1% | -2.7% |
| 3Y | +8.9% | +96.7% | -87.8% | +9.1% |
| 5Y | -9.4% | -30.6% | +21.2% | -10.7% |
| All | +9.7% | -28.2% | +37.8% | +8.8% |
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