-5.1%
DASH vs IBB
+41.1%
-46.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -5.0% | -4.4% | -4.0% |
| 7D | +0.5% | -3.6% | +4.1% | +4.8% |
| 30D | -7.1% | +3.4% | -10.5% | -10.4% |
| 3M | -13.2% | +9.5% | -22.7% | -22.5% |
| 6M | +8.3% | +23.3% | -15.0% | -16.1% |
| YTD | -20.6% | +24.5% | -45.1% | -39.8% |
| 1Y | -24.4% | +32.9% | -57.3% | -47.4% |
| 3Y | +94.5% | +76.6% | +18.0% | -13.5% |
| 5Y | -9.4% | +35.5% | -44.9% | -42.6% |
| All | -5.1% | +41.1% | -46.2% | -47.8% |
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