-11.3%
DASH vs IBB
+38.4%
-49.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | -0.6% |
| 7D | -4.8% | +2.7% | -7.5% | -5.5% |
| 30D | -7.9% | +6.3% | -14.2% | -10.0% |
| 3M | -16.3% | +11.1% | -27.4% | -20.0% |
| 6M | +10.4% | +29.2% | -18.8% | -1.5% |
| YTD | -20.1% | +30.2% | -50.3% | -28.4% |
| All | -11.3% | +38.4% | -49.7% | -20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling