+245.2%
DHR vs IBB
+133.2%
+112.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.8% | -0.6% |
| 7D | +0.2% | -1.4% | +1.5% | +1.0% |
| 30D | +6.4% | +6.8% | -0.4% | +1.7% |
| 3M | +13.6% | +9.2% | +4.4% | +6.8% |
| 6M | +41.9% | +28.3% | +13.5% | +19.5% |
| YTD | +3.4% | +29.4% | -26.0% | -13.6% |
| 1Y | +9.9% | +33.2% | -23.3% | -10.1% |
| 3Y | +21.6% | +90.2% | -68.6% | -21.4% |
| 5Y | -10.6% | +44.0% | -54.6% | -31.9% |
| 10Y | +245.2% | +133.1% | +112.1% | +92.5% |
| All | +245.2% | +133.2% | +112.0% | +92.5% |
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