+120.2%
ITW vs ELAN
-28.2%
+148.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.2% | +0.8% |
| 7D | -0.7% | -5.4% | +4.7% | +0.5% |
| 30D | -8.3% | +4.7% | -13.0% | -9.4% |
| 3M | +6.0% | -3.7% | +9.7% | +6.5% |
| 6M | 0.0% | -1.2% | +1.2% | -1.0% |
| YTD | +10.2% | +2.4% | +7.8% | +8.0% |
| 1Y | +3.2% | +23.4% | -20.2% | -3.6% |
| 3Y | +21.0% | +96.7% | -75.7% | -5.8% |
| 5Y | +37.9% | -30.6% | +68.5% | +43.6% |
| All | +120.2% | -28.2% | +148.4% | +96.0% |
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 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