+237.1%
DIA vs IBB
+133.2%
+103.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.3% |
| 7D | -1.6% | -1.4% | -0.3% | -1.0% |
| 30D | +1.3% | +6.8% | -5.5% | -2.0% |
| 3M | -2.1% | +9.2% | -11.3% | -6.7% |
| 6M | +6.2% | +28.3% | -22.1% | -7.0% |
| YTD | +10.3% | +29.4% | -19.0% | -4.1% |
| 1Y | +11.0% | +33.2% | -22.2% | -5.0% |
| 3Y | +60.4% | +90.2% | -29.8% | +12.6% |
| 5Y | +59.1% | +44.0% | +15.1% | +27.2% |
| 10Y | +237.1% | +133.1% | +104.0% | +105.5% |
| All | +237.1% | +133.2% | +103.9% | +105.5% |
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