-40.2%
INTU vs ELAN
-30.9%
-9.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.4% | +1.5% | +2.5% |
| 7D | -3.3% | -5.4% | +2.1% | -2.1% |
| 30D | -3.9% | +4.7% | -8.6% | -5.1% |
| 3M | +16.6% | -3.7% | +20.3% | +17.2% |
| 6M | -26.4% | -1.2% | -25.2% | -27.7% |
| YTD | -51.0% | +2.4% | -53.4% | -52.5% |
| 1Y | -50.8% | +23.4% | -74.1% | -54.9% |
| 3Y | -40.1% | +96.7% | -136.7% | -57.0% |
| All | -40.2% | -30.9% | -9.2% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling