+3,595.6%
DLR vs IBB
+870.2%
+2,725.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.8% |
| 7D | +1.6% | +1.4% | +0.2% | +0.8% |
| 30D | -3.4% | +10.5% | -13.8% | -8.7% |
| 3M | +0.5% | +23.6% | -23.1% | -10.8% |
| 6M | +4.6% | +22.6% | -18.1% | -7.0% |
| YTD | +23.4% | +25.7% | -2.3% | +8.1% |
| 1Y | +19.0% | +51.4% | -32.3% | -6.0% |
| 3Y | +56.5% | +64.4% | -7.8% | +16.5% |
| 5Y | +33.3% | +22.1% | +11.2% | +15.2% |
| 10Y | +165.1% | +132.5% | +32.7% | +47.9% |
| All | +3,595.6% | +870.2% | +2,725.4% | +413.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling