-66.0%
EL vs IBB
+37.5%
-103.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +0.8% |
| 7D | +0.8% | -1.8% | +2.6% | +2.4% |
| 30D | +16.5% | +5.1% | +11.5% | +11.9% |
| 3M | +29.2% | +10.7% | +18.5% | +19.3% |
| 6M | +27.9% | +22.9% | +5.0% | +7.9% |
| YTD | +6.2% | +26.7% | -20.5% | -12.3% |
| 1Y | +27.2% | +35.1% | -7.9% | -0.5% |
| 3Y | +3.2% | +80.2% | -77.0% | -36.6% |
| All | -66.0% | +37.5% | -103.5% | -76.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling