+403.7%
DAL vs IBB
+732.0%
-328.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.6% | +4.5% | +5.1% |
| 7D | +11.1% | +2.2% | +8.9% | +9.2% |
| 30D | +7.7% | +6.3% | +1.4% | +2.4% |
| 3M | -3.5% | +16.3% | -19.8% | -15.3% |
| 6M | +31.3% | +30.0% | +1.3% | +5.5% |
| YTD | +30.0% | +31.1% | -1.2% | +3.4% |
| 1Y | +62.1% | +42.0% | +20.1% | +21.0% |
| 3Y | +176.6% | +85.9% | +90.7% | +66.0% |
| 5Y | +126.2% | +38.4% | +87.8% | +69.1% |
| 10Y | +135.1% | +170.4% | -35.3% | -10.9% |
| All | +403.7% | +732.0% | -328.3% | -61.3% |
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