-1.4%
ELV vs IBB
+89.8%
-91.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.8% | +3.1% |
| 7D | +3.8% | +0.8% | +3.0% | +3.5% |
| 30D | +4.1% | +5.2% | -1.1% | +2.2% |
| 3M | +8.5% | +8.6% | -0.1% | +5.2% |
| 6M | +14.6% | +27.8% | -13.2% | +4.6% |
| YTD | +24.4% | +28.8% | -4.4% | +12.5% |
| 1Y | +44.2% | +36.4% | +7.8% | +27.6% |
| 3Y | -1.4% | +89.3% | -90.8% | -18.4% |
| All | -1.4% | +89.8% | -91.2% | -18.4% |
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 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