+153.8%
ELAN vs IBB
+86.1%
+67.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.4% |
| 7D | +4.0% | -0.5% | +4.6% | +4.5% |
| 30D | +18.8% | +4.6% | +14.2% | +14.1% |
| 3M | +19.0% | +6.8% | +12.1% | +11.8% |
| 6M | +22.8% | +23.1% | -0.3% | +0.4% |
| YTD | +18.3% | +26.0% | -7.7% | -5.3% |
| 1Y | +21.8% | +30.4% | -8.6% | -5.6% |
| 3Y | +153.8% | +85.4% | +68.4% | +29.2% |
| All | +153.8% | +86.1% | +67.7% | +29.2% |
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 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