-31.9%
EL vs IBB
+64.8%
-96.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.9% | +3.9% | +3.7% |
| 7D | +0.8% | +1.4% | -0.6% | -0.5% |
| 30D | +19.8% | +10.5% | +9.3% | +10.8% |
| 3M | +25.7% | +23.6% | +2.1% | +5.3% |
| 6M | +5.4% | +22.6% | -17.2% | -11.0% |
| YTD | +0.2% | +25.7% | -25.5% | -17.0% |
| 1Y | +20.4% | +51.4% | -30.9% | -14.8% |
| All | -31.9% | +64.8% | -96.7% | -57.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling