+177.5%
DLR vs IBB
+139.6%
+37.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.8% | +0.6% | +2.2% |
| 7D | +2.4% | +2.7% | -0.3% | +1.2% |
| 30D | +0.7% | +6.3% | -5.6% | -1.9% |
| 3M | -6.4% | +11.1% | -17.5% | -11.0% |
| 6M | -6.5% | +29.2% | -35.8% | -17.1% |
| YTD | +18.8% | +30.2% | -11.4% | +4.7% |
| 1Y | +9.0% | +39.5% | -30.4% | -6.8% |
| 3Y | +54.5% | +92.3% | -37.8% | +12.7% |
| 5Y | +35.8% | +43.0% | -7.1% | +11.5% |
| 10Y | +177.5% | +137.1% | +40.4% | +85.1% |
| All | +177.5% | +139.6% | +37.8% | +85.1% |
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