+60.0%
EL vs IBB
+139.6%
-79.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.8% | 0.0% | +1.0% |
| 7D | +8.0% | +2.7% | +5.3% | +6.2% |
| 30D | +15.4% | +6.3% | +9.1% | +10.9% |
| 3M | +28.5% | +11.1% | +17.5% | +20.5% |
| 6M | +32.2% | +29.2% | +3.0% | +12.2% |
| YTD | +9.2% | +30.2% | -21.0% | -7.4% |
| 1Y | +30.8% | +39.5% | -8.7% | +6.1% |
| 3Y | +3.7% | +92.3% | -88.7% | -30.7% |
| 5Y | -64.8% | +43.0% | -107.8% | -72.6% |
| 10Y | +60.0% | +137.1% | -77.1% | -2.2% |
| All | +60.0% | +139.6% | -79.6% | -2.2% |
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