-12.8%
DT vs IBB
+86.1%
-98.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +3.1% | -0.5% | +3.7% | +3.3% |
| 30D | -29.5% | +4.6% | -34.1% | -30.4% |
| 3M | -11.7% | +6.8% | -18.5% | -13.7% |
| 6M | +29.0% | +23.1% | +5.9% | +20.3% |
| YTD | +3.4% | +26.0% | -22.7% | -4.9% |
| 1Y | -4.2% | +30.4% | -34.6% | -13.4% |
| 3Y | -12.8% | +85.4% | -98.3% | -33.8% |
| All | -12.8% | +86.1% | -98.9% | -33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling