+196.1%
DKS vs IBB
+124.2%
+71.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.2% | -2.7% | -3.5% |
| 7D | -0.4% | -1.7% | +1.2% | +0.7% |
| 30D | -36.6% | +4.9% | -41.5% | -39.0% |
| 3M | -37.6% | +24.2% | -61.8% | -46.3% |
| 6M | -32.1% | +23.8% | -55.9% | -41.5% |
| YTD | -32.3% | +23.0% | -55.3% | -41.7% |
| 1Y | -39.5% | +46.2% | -85.6% | -53.5% |
| 3Y | +27.7% | +64.8% | -37.2% | -10.1% |
| 5Y | +15.0% | +20.9% | -5.9% | -3.7% |
| All | +196.1% | +124.2% | +71.9% | +74.5% |
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