+52.3%
IYR vs ELAN
-28.2%
+80.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.5% |
| 7D | -1.4% | -5.4% | +4.1% | -0.2% |
| 30D | -2.7% | +4.7% | -7.4% | -3.7% |
| 3M | -2.1% | -3.7% | +1.5% | -1.8% |
| 6M | +3.6% | -1.2% | +4.8% | +2.4% |
| YTD | +8.1% | +2.4% | +5.7% | +5.8% |
| 1Y | +4.7% | +23.4% | -18.7% | -2.2% |
| 3Y | +29.1% | +96.7% | -67.6% | +0.5% |
| 5Y | +6.9% | -30.6% | +37.5% | +11.1% |
| All | +52.3% | -28.2% | +80.5% | +32.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling