-35.5%
DG vs IBB
+39.3%
-74.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +0.3% | -0.5% | +0.8% | +0.5% |
| 30D | +3.2% | +4.6% | -1.3% | +1.6% |
| 3M | +10.4% | +6.8% | +3.6% | +7.8% |
| 6M | +33.2% | +23.1% | +10.1% | +23.5% |
| YTD | +3.0% | +26.0% | -23.1% | -5.4% |
| 1Y | +31.2% | +30.4% | +0.8% | +19.2% |
| 3Y | +21.8% | +85.4% | -63.6% | -3.3% |
| All | -35.5% | +39.3% | -74.9% | -48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling