+357.2%
ELF vs IBB
+130.8%
+226.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | 0.0% |
| 7D | +6.3% | +0.8% | +5.5% | +5.7% |
| 30D | +8.5% | +5.2% | +3.3% | +4.7% |
| 3M | +24.4% | +8.6% | +15.8% | +17.4% |
| 6M | +94.7% | +27.8% | +66.9% | +63.6% |
| YTD | +55.9% | +28.8% | +27.0% | +30.7% |
| 1Y | +48.4% | +36.4% | +12.0% | +19.8% |
| 3Y | +24.6% | +89.3% | -64.7% | -18.2% |
| 5Y | +285.0% | +43.3% | +241.8% | +194.9% |
| 10Y | +357.2% | +130.6% | +226.6% | +193.1% |
| All | +357.2% | +130.8% | +226.5% | +193.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling