+24.4%
IOT vs ELAN
+99.1%
-74.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.5% | -0.4% |
| 7D | -4.5% | -5.4% | +0.9% | -3.6% |
| 30D | -2.4% | +4.7% | -7.1% | -3.5% |
| 3M | +19.0% | -3.7% | +22.6% | +19.2% |
| 6M | +19.6% | -1.2% | +20.8% | +17.9% |
| YTD | +8.3% | +2.4% | +5.9% | +5.6% |
| 1Y | -0.8% | +23.4% | -24.2% | -7.7% |
| 3Y | +24.4% | +96.7% | -72.3% | -17.7% |
| All | +24.4% | +99.1% | -74.6% | -17.7% |
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 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