+54.4%
DLR vs IBB
+86.1%
-31.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.7% |
| 7D | +3.3% | -0.5% | +3.9% | +3.5% |
| 30D | +4.6% | +4.6% | 0.0% | +3.0% |
| 3M | -8.3% | +6.8% | -15.1% | -10.8% |
| 6M | -5.6% | +23.1% | -28.7% | -13.8% |
| YTD | +18.7% | +26.0% | -7.3% | +7.1% |
| 1Y | +17.1% | +30.4% | -13.3% | +4.1% |
| 3Y | +54.4% | +85.4% | -31.1% | +15.4% |
| All | +54.4% | +86.1% | -31.7% | +15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling