+250.2%
DIA vs IBB
+127.6%
+122.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.1% |
| 7D | -0.2% | +1.4% | -1.6% | -0.9% |
| 30D | -1.5% | +10.5% | -12.0% | -6.4% |
| 3M | +3.8% | +23.6% | -19.9% | -6.9% |
| 6M | +10.3% | +22.6% | -12.4% | -0.9% |
| YTD | +12.1% | +25.7% | -13.6% | -0.7% |
| 1Y | +18.6% | +51.4% | -32.7% | -4.4% |
| 3Y | +60.6% | +64.4% | -3.7% | +22.6% |
| 5Y | +64.4% | +22.1% | +42.3% | +43.8% |
| All | +250.2% | +127.6% | +122.6% | +122.0% |
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