+3.2%
EL vs IBB
+78.6%
-75.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +0.8% |
| 7D | +0.8% | -1.8% | +2.6% | +2.5% |
| 30D | +16.5% | +5.1% | +11.5% | +11.6% |
| 3M | +29.2% | +10.7% | +18.5% | +18.9% |
| 6M | +27.9% | +22.9% | +5.0% | +7.2% |
| YTD | +6.2% | +26.7% | -20.5% | -13.0% |
| 1Y | +27.2% | +35.1% | -7.9% | -1.6% |
| 3Y | +3.2% | +80.2% | -77.0% | -42.5% |
| All | +3.2% | +78.6% | -75.4% | -42.5% |
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