+122.8%
DAL vs IBB
+156.3%
-33.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.4% | +1.0% |
| 7D | +8.8% | -1.8% | +10.6% | +10.1% |
| 30D | +5.4% | +5.1% | +0.3% | +2.1% |
| 3M | -4.9% | +10.7% | -15.6% | -11.5% |
| 6M | +19.8% | +22.9% | -3.0% | +4.1% |
| YTD | +27.0% | +26.7% | +0.3% | +8.1% |
| 1Y | +52.5% | +35.1% | +17.3% | +24.5% |
| 3Y | +173.8% | +80.2% | +93.7% | +86.8% |
| 5Y | +104.5% | +37.8% | +66.7% | +59.5% |
| All | +122.8% | +156.3% | -33.5% | +24.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling