+70.5%
DOCN vs IBB
+42.3%
+28.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +0.2% |
| 7D | -19.2% | -1.8% | -17.3% | -16.8% |
| 30D | -43.1% | +5.1% | -48.1% | -46.5% |
| 3M | -40.7% | +10.7% | -51.4% | -49.2% |
| 6M | -55.0% | +22.9% | -77.9% | -67.2% |
| YTD | +50.6% | +26.7% | +23.9% | +4.2% |
| 1Y | +54.0% | +35.1% | +18.8% | -3.9% |
| 3Y | +203.9% | +80.2% | +123.7% | +19.6% |
| 5Y | -29.4% | +37.8% | -67.2% | -57.6% |
| All | +70.5% | +42.3% | +28.3% | -10.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling