+73.1%
IVV vs ELAN
-18.8%
+91.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.6% |
| 7D | +2.6% | +4.0% | -1.5% | +1.9% |
| 30D | -2.0% | +18.8% | -20.8% | -4.9% |
| 3M | -2.8% | +19.0% | -21.7% | -5.8% |
| 6M | +2.2% | +22.8% | -20.7% | -2.1% |
| YTD | +11.5% | +18.3% | -6.8% | +6.9% |
| 1Y | +13.5% | +21.8% | -8.3% | +8.0% |
| 3Y | +78.1% | +153.8% | -75.7% | +38.9% |
| All | +73.1% | -18.8% | +91.9% | +86.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling