+82.1%
DT vs IBB
+105.5%
-23.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -2.0% |
| 7D | -24.7% | -1.8% | -22.9% | -23.6% |
| 30D | -27.4% | +5.1% | -32.4% | -30.5% |
| 3M | -11.1% | +10.7% | -21.8% | -19.5% |
| 6M | +13.7% | +22.9% | -9.2% | -7.1% |
| YTD | +0.2% | +26.7% | -26.5% | -21.3% |
| 1Y | -5.7% | +35.1% | -40.8% | -30.6% |
| 3Y | -8.1% | +80.2% | -88.3% | -51.7% |
| 5Y | -43.1% | +37.8% | -80.9% | -59.6% |
| All | +82.1% | +105.5% | -23.4% | -15.0% |
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