+215.7%
DHR vs IBB
+122.2%
+93.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.4% |
| 7D | -2.4% | -3.9% | +1.5% | +0.1% |
| 30D | -2.2% | +2.7% | -4.9% | -4.0% |
| 3M | +9.0% | +21.4% | -12.4% | -4.3% |
| 6M | +3.5% | +20.1% | -16.6% | -8.6% |
| YTD | -10.1% | +21.9% | -32.0% | -21.5% |
| 1Y | +6.2% | +44.1% | -37.9% | -16.9% |
| 3Y | -5.4% | +63.4% | -68.7% | -31.8% |
| 5Y | -27.9% | +19.8% | -47.6% | -38.4% |
| 10Y | +215.7% | +127.0% | +88.7% | +90.5% |
| All | +215.7% | +122.2% | +93.5% | +90.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling