+9.5%
DLR vs IBB
+38.4%
-28.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.8% | +0.6% | +2.4% |
| 7D | +2.4% | +2.7% | -0.3% | +1.6% |
| 30D | +0.7% | +6.3% | -5.6% | -0.9% |
| 3M | -6.4% | +11.1% | -17.5% | -9.6% |
| 6M | -6.5% | +29.2% | -35.8% | -15.5% |
| YTD | +18.8% | +30.2% | -11.4% | +6.4% |
| All | +9.5% | +38.4% | -28.9% | -4.2% |
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