+154.4%
IGV vs ELAN
-28.2%
+182.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.0% | 0.0% |
| 7D | -2.9% | -5.4% | +2.5% | -1.7% |
| 30D | -1.5% | +4.7% | -6.2% | -2.7% |
| 3M | +11.7% | -3.7% | +15.3% | +11.9% |
| 6M | +18.4% | -1.2% | +19.6% | +16.5% |
| YTD | -3.9% | +2.4% | -6.3% | -6.5% |
| 1Y | -9.7% | +23.4% | -33.0% | -16.4% |
| 3Y | +38.4% | +96.7% | -58.3% | +5.0% |
| 5Y | +21.6% | -30.6% | +52.2% | +23.8% |
| All | +154.4% | -28.2% | +182.6% | +139.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling