+96.5%
IEFA vs ELAN
-28.2%
+124.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.7% |
| 7D | -1.6% | -5.4% | +3.9% | -0.5% |
| 30D | -1.5% | +4.7% | -6.2% | -2.4% |
| 3M | +3.4% | -3.7% | +7.1% | +3.7% |
| 6M | +9.5% | -1.2% | +10.7% | +8.7% |
| YTD | +13.0% | +2.4% | +10.7% | +11.3% |
| 1Y | +18.0% | +23.4% | -5.4% | +11.8% |
| 3Y | +65.4% | +96.7% | -31.3% | +35.4% |
| 5Y | +51.6% | -30.6% | +82.1% | +55.9% |
| All | +96.5% | -28.2% | +124.6% | +81.5% |
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