+13.0%
DLR vs IBB
+42.2%
-29.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | -0.1% | +1.8% |
| 7D | +2.8% | +2.2% | +0.6% | +2.2% |
| 30D | +2.8% | +6.3% | -3.5% | +1.0% |
| 3M | -4.0% | +16.3% | -20.3% | -8.7% |
| 6M | -5.6% | +30.0% | -35.6% | -14.5% |
| YTD | +21.9% | +31.1% | -9.2% | +9.4% |
| 1Y | +13.0% | +42.0% | -28.9% | -2.3% |
| All | +13.0% | +42.2% | -29.2% | -2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling