+55.4%
IOT vs ELAN
-17.4%
+72.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.5% | -0.6% |
| 7D | -4.5% | -5.4% | +0.9% | -2.9% |
| 30D | -2.4% | +4.7% | -7.1% | -4.2% |
| 3M | +19.0% | -3.7% | +22.6% | +19.3% |
| 6M | +19.6% | -1.2% | +20.8% | +16.4% |
| YTD | +8.3% | +2.4% | +5.9% | +3.5% |
| 1Y | -0.8% | +23.4% | -24.2% | -12.0% |
| 3Y | +24.4% | +96.7% | -72.3% | -20.8% |
| All | +55.4% | -17.4% | +72.8% | +94.8% |
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