+252.3%
DOCN vs IBB
+84.9%
+167.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +2.6% | -9.8% | -9.6% |
| 7D | -20.0% | +2.2% | -22.2% | -21.9% |
| 30D | -38.8% | +6.3% | -45.1% | -42.4% |
| 3M | -34.8% | +16.3% | -51.1% | -44.8% |
| 6M | -22.8% | +30.0% | -52.8% | -42.5% |
| YTD | +74.6% | +31.1% | +43.5% | +27.9% |
| 1Y | +116.4% | +42.0% | +74.5% | +43.8% |
| All | +252.3% | +84.9% | +167.4% | +69.6% |
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