+340.2%
DOV vs IBB
+139.6%
+200.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.8% | +1.7% | +3.0% |
| 7D | -1.4% | +2.7% | -4.1% | -2.7% |
| 30D | +12.8% | +6.3% | +6.5% | +9.0% |
| 3M | +1.1% | +11.1% | -9.9% | -5.0% |
| 6M | -2.6% | +29.2% | -31.9% | -16.3% |
| YTD | +9.9% | +30.2% | -20.3% | -6.3% |
| 1Y | +19.3% | +39.5% | -20.2% | -2.2% |
| 3Y | +68.4% | +92.3% | -24.0% | +14.5% |
| 5Y | +29.1% | +43.0% | -13.8% | +1.9% |
| 10Y | +340.2% | +137.1% | +203.1% | +161.8% |
| All | +340.2% | +139.6% | +200.5% | +161.8% |
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