+34.6%
DG vs IBB
+36.8%
-2.2%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | -3.0% | -1.4% | -1.6% | -2.5% |
| 30D | +8.6% | +6.8% | +1.8% | +6.1% |
| 3M | +15.0% | +9.2% | +5.8% | +11.6% |
| 6M | +32.7% | +28.3% | +4.3% | +20.0% |
| YTD | +5.5% | +29.4% | -23.9% | -5.0% |
| 1Y | +34.6% | +33.2% | +1.4% | +20.4% |
| All | +34.6% | +36.8% | -2.2% | +20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling