+608.6%
DG vs IBB
+774.2%
-165.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | -3.0% | -1.4% | -1.6% | -2.6% |
| 30D | +8.6% | +6.8% | +1.8% | +6.2% |
| 3M | +15.0% | +9.2% | +5.8% | +11.5% |
| 6M | +32.7% | +28.3% | +4.3% | +21.5% |
| YTD | +5.5% | +29.4% | -23.9% | -3.7% |
| 1Y | +34.6% | +33.2% | +1.4% | +21.6% |
| 3Y | +24.2% | +90.2% | -65.9% | -1.4% |
| 5Y | -32.3% | +44.0% | -76.2% | -41.7% |
| 10Y | +111.1% | +133.1% | -22.0% | +50.6% |
| All | +608.6% | +774.2% | -165.6% | +176.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling