+7.4%
DASH vs IBB
+22.5%
-15.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.7% | -3.7% |
| 7D | -10.6% | +1.4% | -12.0% | -12.0% |
| 30D | +2.2% | +10.5% | -8.3% | -9.5% |
| 3M | +32.3% | +23.6% | +8.6% | +2.9% |
| 6M | +19.1% | +22.6% | -3.5% | -7.5% |
| YTD | -6.5% | +25.7% | -32.2% | -29.9% |
| 1Y | -14.9% | +51.4% | -66.3% | -50.0% |
| 3Y | +151.9% | +64.4% | +87.6% | +22.6% |
| All | +7.4% | +22.5% | -15.1% | -25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling