+96.7%
ELAN vs IBB
+61.1%
+35.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.2% | +1.2% |
| 7D | -5.4% | -4.2% | -1.2% | -1.6% |
| 30D | +4.7% | +1.1% | +3.6% | +3.5% |
| 3M | -3.7% | +19.0% | -22.7% | -19.2% |
| 6M | -1.2% | +18.9% | -20.1% | -16.5% |
| YTD | +2.4% | +20.3% | -18.0% | -14.8% |
| 1Y | +23.4% | +41.5% | -18.1% | -12.3% |
| 3Y | +96.7% | +60.3% | +36.4% | +11.1% |
| All | +96.7% | +61.1% | +35.6% | +11.1% |
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 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