+97.7%
DOCN vs IBB
+47.3%
+50.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +2.6% | -9.8% | -10.6% |
| 7D | -20.0% | +2.2% | -22.2% | -22.7% |
| 30D | -38.8% | +6.3% | -45.1% | -43.8% |
| 3M | -34.8% | +16.3% | -51.1% | -48.2% |
| 6M | -22.8% | +30.0% | -52.8% | -48.2% |
| YTD | +74.6% | +31.1% | +43.5% | +14.4% |
| 1Y | +116.4% | +42.0% | +74.5% | +25.6% |
| 3Y | +239.3% | +85.9% | +153.4% | +27.3% |
| 5Y | -20.2% | +38.4% | -58.6% | -53.6% |
| All | +97.7% | +47.3% | +50.4% | -1.4% |
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