-41.7%
INTU vs ELAN
+96.4%
-138.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.6% | 0.0% |
| 7D | -9.2% | -6.4% | -2.8% | -8.5% |
| 30D | -7.0% | +0.6% | -7.6% | -7.2% |
| 3M | +10.5% | 0.0% | +10.6% | +10.4% |
| 6M | -30.6% | -3.4% | -27.2% | -30.8% |
| YTD | -52.3% | +1.0% | -53.4% | -53.0% |
| 1Y | -51.8% | +24.7% | -76.5% | -54.1% |
| All | -41.7% | +96.4% | -138.1% | -54.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling