+583.4%
DG vs IBB
+749.3%
-165.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.8% |
| 7D | +8.4% | +1.4% | +7.0% | +7.9% |
| 30D | +4.9% | +10.5% | -5.6% | +1.4% |
| 3M | +29.3% | +23.6% | +5.7% | +20.1% |
| 6M | -11.3% | +22.6% | -33.9% | -17.4% |
| YTD | +1.8% | +25.7% | -23.9% | -6.2% |
| 1Y | +25.3% | +51.4% | -26.0% | +8.5% |
| 3Y | +9.1% | +64.4% | -55.3% | -9.1% |
| 5Y | -34.9% | +22.1% | -57.0% | -40.9% |
| 10Y | +108.2% | +132.5% | -24.3% | +48.6% |
| All | +583.4% | +749.3% | -165.9% | +169.9% |
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