+137.1%
IBB vs DAR
+288.2%
-151.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.7% | -1.9% | +1.8% |
| 7D | +2.7% | -2.8% | +5.5% | +3.3% |
| 30D | +6.3% | -12.8% | +19.2% | +9.2% |
| 3M | +11.1% | -11.6% | +22.6% | +13.2% |
| 6M | +29.2% | -16.8% | +46.0% | +33.0% |
| YTD | +30.2% | +45.9% | -15.7% | +17.7% |
| 1Y | +39.5% | +61.5% | -22.0% | +23.0% |
| 3Y | +92.3% | +23.0% | +69.4% | +73.8% |
| 5Y | +43.0% | -35.8% | +78.8% | +47.6% |
| 10Y | +137.1% | +280.4% | -143.3% | +40.5% |
| All | +137.1% | +288.2% | -151.1% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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