+2,419.4%
ELV vs IBB
+671.3%
+1,748.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.3% |
| 7D | +3.3% | +1.4% | +1.9% | +2.6% |
| 30D | +4.2% | +10.5% | -6.3% | -1.0% |
| 3M | -0.1% | +23.6% | -23.7% | -10.2% |
| 6M | +41.3% | +22.6% | +18.6% | +27.0% |
| YTD | +17.4% | +25.7% | -8.2% | +4.1% |
| 1Y | +35.1% | +51.4% | -16.3% | +9.4% |
| 3Y | -3.2% | +64.4% | -67.6% | -25.9% |
| 5Y | +15.6% | +22.1% | -6.5% | +0.6% |
| 10Y | +276.8% | +132.5% | +144.3% | +132.5% |
| All | +2,419.4% | +671.3% | +1,748.0% | +589.3% |
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