+104.8%
IJH vs ELAN
-28.2%
+132.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.4% |
| 7D | -1.9% | -5.4% | +3.6% | -0.4% |
| 30D | -4.6% | +4.7% | -9.3% | -5.9% |
| 3M | -1.2% | -3.7% | +2.5% | -0.8% |
| 6M | +9.4% | -1.2% | +10.6% | +8.0% |
| YTD | +13.3% | +2.4% | +10.9% | +10.5% |
| 1Y | +13.4% | +23.4% | -10.0% | +4.6% |
| 3Y | +50.4% | +96.7% | -46.2% | +12.0% |
| 5Y | +49.0% | -30.6% | +79.5% | +56.8% |
| All | +104.8% | -28.2% | +132.9% | +84.9% |
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 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