+2,566.8%
ELV vs IBB
+694.0%
+1,872.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.5% | -0.3% |
| 7D | -1.1% | -1.4% | +0.3% | -0.6% |
| 30D | +1.8% | +6.8% | -5.0% | -1.7% |
| 3M | +10.5% | +9.2% | +1.3% | +5.3% |
| 6M | +13.5% | +28.3% | -14.9% | -0.3% |
| YTD | +24.3% | +29.4% | -5.1% | +8.2% |
| 1Y | +38.9% | +33.2% | +5.8% | +19.3% |
| 3Y | -1.5% | +90.2% | -91.6% | -29.9% |
| 5Y | +7.3% | +44.0% | -36.7% | -14.2% |
| 10Y | +268.7% | +133.1% | +135.6% | +127.1% |
| All | +2,566.8% | +694.0% | +1,872.8% | +616.7% |
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