+98.6%
DASH vs IBB
+90.2%
+8.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -0.9% |
| 7D | -2.8% | +0.8% | -3.6% | -2.9% |
| 30D | -9.3% | +5.2% | -14.5% | -11.5% |
| 3M | -15.1% | +8.6% | -23.6% | -18.9% |
| 6M | +8.7% | +27.8% | -19.1% | -5.4% |
| YTD | -21.3% | +28.8% | -50.1% | -32.0% |
| 1Y | -12.7% | +36.4% | -49.1% | -27.2% |
| All | +98.6% | +90.2% | +8.4% | +30.2% |
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