-34.6%
DOCS vs IBB
+39.2%
-73.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.6% | +3.7% | +3.9% |
| 7D | +1.2% | +2.2% | -1.0% | -0.8% |
| 30D | +21.3% | +6.3% | +15.0% | +14.5% |
| 3M | +58.4% | +16.3% | +42.1% | +36.4% |
| 6M | +39.3% | +30.0% | +9.3% | +6.8% |
| YTD | -21.7% | +31.1% | -52.8% | -41.8% |
| 1Y | -47.3% | +42.0% | -89.3% | -64.1% |
| 3Y | +58.2% | +85.9% | -27.8% | -25.1% |
| 5Y | -52.3% | +38.4% | -90.7% | -68.7% |
| All | -34.6% | +39.2% | -73.8% | -57.4% |
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 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