+98.5%
DD vs IBB
+139.6%
-41.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.8% | +3.1% | +4.2% |
| 7D | +9.8% | +2.7% | +7.1% | +8.1% |
| 30D | +19.3% | +6.3% | +13.0% | +14.9% |
| 3M | +9.4% | +11.1% | -1.7% | +1.9% |
| 6M | +4.8% | +29.2% | -24.4% | -11.6% |
| YTD | +30.2% | +30.2% | 0.0% | +9.1% |
| 1Y | +32.2% | +39.5% | -7.3% | +6.0% |
| 3Y | +93.1% | +92.3% | +0.8% | +26.5% |
| 5Y | +68.0% | +43.0% | +25.0% | +29.2% |
| 10Y | +98.5% | +137.1% | -38.6% | +12.3% |
| All | +98.5% | +139.6% | -41.1% | +12.3% |
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