+196.4%
DOCN vs IBB
+75.6%
+120.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -5.0% | -10.8% | -10.9% |
| 7D | -29.3% | -3.6% | -25.7% | -26.3% |
| 30D | -46.0% | +3.4% | -49.4% | -47.4% |
| 3M | -43.2% | +9.5% | -52.7% | -48.6% |
| 6M | -53.7% | +23.3% | -77.0% | -63.5% |
| YTD | +46.9% | +24.5% | +22.4% | +14.0% |
| 1Y | +54.3% | +32.9% | +21.4% | +10.2% |
| All | +196.4% | +75.6% | +120.9% | +51.1% |
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