+227.2%
DKS vs IBB
+126.8%
+100.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.1% |
| 7D | +6.3% | -0.5% | +6.8% | +6.7% |
| 30D | +9.3% | +4.6% | +4.8% | +6.1% |
| 3M | -25.3% | +6.8% | -32.1% | -29.2% |
| 6M | -29.2% | +23.1% | -52.3% | -39.0% |
| YTD | -22.7% | +26.0% | -48.8% | -34.9% |
| 1Y | -30.1% | +30.4% | -60.5% | -42.4% |
| 3Y | +45.6% | +85.4% | -39.8% | -6.3% |
| 5Y | +28.5% | +39.7% | -11.3% | -1.9% |
| All | +227.2% | +126.8% | +100.5% | +85.6% |
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