+351.3%
DAL vs IBB
+697.3%
-346.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.5% |
| 7D | +0.1% | +1.4% | -1.3% | -1.0% |
| 30D | -13.9% | +10.5% | -24.4% | -21.1% |
| 3M | +1.1% | +23.6% | -22.6% | -15.3% |
| 6M | +26.2% | +22.6% | +3.6% | +6.6% |
| YTD | +16.4% | +25.7% | -9.3% | -3.9% |
| 1Y | +33.9% | +51.4% | -17.5% | -5.1% |
| 3Y | +93.4% | +64.4% | +29.0% | +28.5% |
| 5Y | +106.4% | +22.1% | +84.2% | +70.0% |
| 10Y | +143.0% | +132.5% | +10.5% | +5.1% |
| All | +351.3% | +697.3% | -346.1% | -64.1% |
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