+68.2%
DD vs IBB
+122.6%
-54.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +1.1% |
| 7D | -0.6% | -1.7% | +1.1% | +0.4% |
| 30D | -7.4% | +4.9% | -12.3% | -10.4% |
| 3M | -6.4% | +24.2% | -30.7% | -18.4% |
| 6M | -2.5% | +23.8% | -26.3% | -15.0% |
| YTD | +10.2% | +23.0% | -12.7% | -3.6% |
| 1Y | +36.9% | +46.2% | -9.2% | +7.6% |
| 3Y | +47.0% | +64.8% | -17.8% | +7.0% |
| 5Y | +63.1% | +20.9% | +42.2% | +39.5% |
| 10Y | +68.2% | +121.6% | -53.4% | +2.1% |
| All | +68.2% | +122.6% | -54.5% | +2.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling