+98.5%
DAL vs IBB
+64.8%
+33.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.5% |
| 7D | +0.1% | +1.4% | -1.3% | -1.1% |
| 30D | -13.9% | +10.5% | -24.4% | -21.6% |
| 3M | +1.1% | +23.6% | -22.6% | -17.0% |
| 6M | +26.2% | +22.6% | +3.6% | +4.5% |
| YTD | +16.4% | +25.7% | -9.3% | -6.2% |
| 1Y | +33.9% | +51.4% | -17.5% | -9.5% |
| All | +98.5% | +64.8% | +33.7% | +16.3% |
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 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