-7.0%
DASH vs IBB
+37.5%
-44.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.9% | -2.0% |
| 7D | +0.4% | -1.8% | +2.2% | +2.6% |
| 30D | -6.0% | +5.1% | -11.1% | -11.1% |
| 3M | -15.8% | +10.7% | -26.5% | -25.9% |
| 6M | +7.0% | +22.9% | -15.9% | -17.1% |
| YTD | -20.7% | +26.7% | -47.4% | -41.4% |
| 1Y | -8.5% | +35.1% | -43.7% | -38.1% |
| 3Y | +101.8% | +80.2% | +21.6% | -17.0% |
| All | -7.0% | +37.5% | -44.5% | -44.6% |
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