-3.4%
DT vs IBB
+30.0%
-33.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +1.7% |
| 7D | +2.7% | +1.6% | +1.1% | +2.6% |
| 30D | -30.4% | +6.7% | -37.1% | -30.3% |
| 3M | -9.4% | +6.3% | -15.7% | -9.4% |
| 6M | +14.5% | +23.9% | -9.4% | +15.9% |
| YTD | +3.6% | +26.6% | -23.0% | +4.0% |
| 1Y | -3.4% | +29.6% | -33.1% | -3.4% |
| All | -3.4% | +30.0% | -33.5% | -3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling