+3,340.7%
DLR vs IBB
+878.1%
+2,462.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -1.2% |
| 7D | -3.6% | -1.8% | -1.8% | -2.6% |
| 30D | -3.5% | +5.1% | -8.5% | -6.0% |
| 3M | -8.9% | +10.7% | -19.6% | -14.2% |
| 6M | -11.6% | +22.9% | -34.5% | -21.5% |
| YTD | +14.9% | +26.7% | -11.8% | 0.0% |
| 1Y | +6.4% | +35.1% | -28.7% | -10.6% |
| 3Y | +47.3% | +80.2% | -32.9% | +4.0% |
| 5Y | +32.8% | +37.8% | -5.0% | +7.4% |
| 10Y | +169.6% | +161.2% | +8.4% | +40.3% |
| All | +3,340.7% | +878.1% | +2,462.6% | +374.9% |
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