+20.9%
DLR vs IBB
+45.6%
-24.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.2% |
| 7D | +3.4% | -1.7% | +5.1% | +3.8% |
| 30D | -2.2% | +4.9% | -7.1% | -3.8% |
| 3M | +4.7% | +24.2% | -19.5% | -3.4% |
| 6M | +9.0% | +23.8% | -14.8% | +0.6% |
| YTD | +24.1% | +23.0% | +1.2% | +14.6% |
| 1Y | +20.9% | +46.2% | -25.2% | +12.4% |
| All | +20.9% | +45.6% | -24.7% | +12.4% |
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