+119.3%
DG vs IBB
+139.6%
-20.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.8% | -0.6% | +1.2% |
| 7D | +0.7% | +2.7% | -2.0% | -0.3% |
| 30D | +7.4% | +6.3% | +1.1% | +5.0% |
| 3M | +8.5% | +11.1% | -2.6% | +4.2% |
| 6M | +21.9% | +29.2% | -7.4% | +10.3% |
| YTD | +4.9% | +30.2% | -25.3% | -5.4% |
| 1Y | +40.4% | +39.5% | +0.9% | +23.4% |
| 3Y | +23.5% | +92.3% | -68.9% | -5.1% |
| 5Y | -32.3% | +43.0% | -75.3% | -42.5% |
| 10Y | +119.3% | +137.1% | -17.8% | +44.3% |
| All | +119.3% | +139.6% | -20.3% | +44.3% |
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