+78.1%
IVV vs ELAN
+150.7%
-72.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.6% |
| 7D | +2.6% | +4.0% | -1.5% | +2.0% |
| 30D | -2.0% | +18.8% | -20.8% | -4.2% |
| 3M | -2.8% | +19.0% | -21.7% | -5.1% |
| 6M | +2.2% | +22.8% | -20.7% | -1.1% |
| YTD | +11.5% | +18.3% | -6.8% | +8.0% |
| 1Y | +13.5% | +21.8% | -8.3% | +9.4% |
| 3Y | +78.1% | +153.8% | -75.7% | +49.5% |
| All | +78.1% | +150.7% | -72.7% | +49.5% |
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