+98.9%
IEMG vs ELAN
-28.2%
+127.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.1% | +1.0% |
| 7D | -1.3% | -5.4% | +4.1% | -0.2% |
| 30D | +1.9% | +4.7% | -2.8% | +0.9% |
| 3M | +1.4% | -3.7% | +5.1% | +1.8% |
| 6M | +15.2% | -1.2% | +16.4% | +14.5% |
| YTD | +23.8% | +2.4% | +21.4% | +22.1% |
| 1Y | +30.7% | +23.4% | +7.3% | +24.1% |
| 3Y | +83.3% | +96.7% | -13.4% | +50.7% |
| 5Y | +48.8% | -30.6% | +79.4% | +54.7% |
| All | +98.9% | -28.2% | +127.1% | +84.5% |
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