+20.0%
DG vs IBB
+45.6%
-25.6%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.2% | -1.8% | -3.3% |
| 7D | -2.5% | -1.7% | -0.8% | -1.9% |
| 30D | +1.0% | +4.9% | -3.9% | -0.4% |
| 3M | +20.3% | +24.2% | -3.9% | +10.8% |
| 6M | -11.7% | +23.8% | -35.6% | -18.5% |
| YTD | -2.3% | +23.0% | -25.3% | -9.8% |
| 1Y | +20.0% | +46.2% | -26.2% | +10.2% |
| All | +20.0% | +45.6% | -25.6% | +10.2% |
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