+341.4%
ELF vs IBB
+156.3%
+185.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.7% | +4.0% | +4.6% |
| 7D | +4.0% | -1.8% | +5.8% | +5.3% |
| 30D | +10.6% | +5.1% | +5.5% | +6.9% |
| 3M | +25.8% | +10.7% | +15.1% | +17.4% |
| 6M | +89.1% | +22.9% | +66.2% | +63.7% |
| YTD | +52.7% | +26.7% | +26.0% | +30.1% |
| 1Y | +51.7% | +35.1% | +16.6% | +24.0% |
| 3Y | +14.2% | +80.2% | -66.0% | -21.8% |
| 5Y | +270.7% | +37.8% | +232.9% | +192.2% |
| All | +341.4% | +156.3% | +185.1% | +184.2% |
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 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