+250.6%
ELF vs IBB
+34.6%
+216.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.0% | +1.7% | +0.9% |
| 7D | -2.7% | -3.6% | +0.9% | +0.2% |
| 30D | +6.9% | +3.4% | +3.5% | +3.7% |
| 3M | +27.2% | +9.5% | +17.7% | +17.4% |
| 6M | +84.9% | +23.3% | +61.6% | +53.1% |
| YTD | +44.5% | +24.5% | +19.9% | +19.0% |
| 1Y | -6.8% | +32.9% | -39.7% | -27.3% |
| 3Y | +14.2% | +76.6% | -62.3% | -29.5% |
| 5Y | +250.6% | +35.5% | +215.1% | +148.6% |
| All | +250.6% | +34.6% | +216.1% | +148.6% |
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