+37.9%
IWM vs ELAN
-30.9%
+68.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -0.9% | +0.1% |
| 7D | -2.4% | -5.4% | +3.0% | -1.1% |
| 30D | -4.6% | +4.7% | -9.3% | -5.7% |
| 3M | -0.3% | -3.7% | +3.4% | +0.1% |
| 6M | +14.7% | -1.2% | +15.9% | +13.5% |
| YTD | +17.8% | +2.4% | +15.5% | +15.4% |
| 1Y | +21.2% | +23.4% | -2.2% | +12.9% |
| 3Y | +62.3% | +96.7% | -34.3% | +24.5% |
| All | +37.9% | -30.9% | +68.9% | +55.6% |
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