+314.5%
ELF vs IBB
+116.0%
+198.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.0% | +1.7% | 0.0% |
| 7D | -2.7% | -3.6% | +0.9% | -0.4% |
| 30D | +6.9% | +3.4% | +3.5% | +4.4% |
| 3M | +27.2% | +9.5% | +17.7% | +19.7% |
| 6M | +84.9% | +23.3% | +61.6% | +60.1% |
| YTD | +44.5% | +24.5% | +19.9% | +24.7% |
| 1Y | -6.8% | +32.9% | -39.7% | -22.8% |
| 3Y | +14.2% | +76.6% | -62.3% | -20.2% |
| 5Y | +250.6% | +35.5% | +215.1% | +180.4% |
| 10Y | +318.0% | +156.7% | +161.3% | +178.4% |
| All | +314.5% | +116.0% | +198.5% | +169.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling