+55.3%
EL vs IBB
+156.3%
-101.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.1% |
| 7D | +0.8% | -1.8% | +2.6% | +2.1% |
| 30D | +16.5% | +5.1% | +11.5% | +12.9% |
| 3M | +29.2% | +10.7% | +18.5% | +21.6% |
| 6M | +27.9% | +22.9% | +5.0% | +12.3% |
| YTD | +6.2% | +26.7% | -20.5% | -8.2% |
| 1Y | +27.2% | +35.1% | -7.9% | +5.6% |
| 3Y | +3.2% | +80.2% | -77.0% | -27.8% |
| 5Y | -66.0% | +37.8% | -103.8% | -72.9% |
| All | +55.3% | +156.3% | -101.0% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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