+31.9%
DIS vs IBB
+126.8%
-94.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.1% | +0.8% |
| 7D | +1.9% | -0.5% | +2.4% | +2.2% |
| 30D | +9.2% | +4.6% | +4.6% | +6.6% |
| 3M | +13.5% | +6.8% | +6.7% | +9.2% |
| 6M | +14.3% | +23.1% | -8.8% | +1.9% |
| YTD | +5.4% | +26.0% | -20.7% | -7.4% |
| 1Y | +12.2% | +30.4% | -18.2% | -3.3% |
| 3Y | +37.2% | +85.4% | -48.2% | -3.3% |
| 5Y | -23.1% | +39.7% | -62.9% | -38.1% |
| All | +31.9% | +126.8% | -94.9% | -16.0% |
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