+107.3%
DG vs IBB
+122.6%
-15.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.2% | -1.8% | -3.2% |
| 7D | -2.5% | -1.7% | -0.8% | -1.9% |
| 30D | +1.0% | +4.9% | -3.9% | -0.8% |
| 3M | +20.3% | +24.2% | -3.9% | +10.8% |
| 6M | -11.7% | +23.8% | -35.6% | -18.7% |
| YTD | -2.3% | +23.0% | -25.3% | -9.9% |
| 1Y | +20.0% | +46.2% | -26.2% | +3.9% |
| 3Y | +7.2% | +64.8% | -57.6% | -12.2% |
| 5Y | -37.9% | +20.9% | -58.8% | -43.8% |
| 10Y | +107.3% | +121.6% | -14.3% | +41.8% |
| All | +107.3% | +122.6% | -15.3% | +41.8% |
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 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