+50.3%
INTU vs ELAN
-27.0%
+77.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.1% |
| 7D | -8.5% | -4.6% | -3.9% | -7.4% |
| 30D | -6.1% | +5.7% | -11.8% | -7.6% |
| 3M | +7.3% | -3.9% | +11.2% | +7.9% |
| 6M | -33.2% | -1.6% | -31.6% | -34.4% |
| YTD | -52.2% | +4.1% | -56.2% | -54.0% |
| 1Y | -52.7% | +25.5% | -78.2% | -57.1% |
| 3Y | -41.6% | +103.2% | -144.8% | -58.3% |
| 5Y | -42.6% | -29.8% | -12.9% | -41.9% |
| All | +50.3% | -27.0% | +77.3% | +35.7% |
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