+133.1%
IBB vs DAR
+290.1%
-157.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.1% | -4.6% | -0.6% |
| 7D | -1.4% | +3.6% | -4.9% | -2.1% |
| 30D | +6.8% | -11.3% | +18.1% | +9.3% |
| 3M | +9.2% | -13.1% | +22.3% | +11.8% |
| 6M | +28.3% | -15.1% | +43.4% | +31.6% |
| YTD | +29.4% | +50.5% | -21.1% | +16.1% |
| 1Y | +33.2% | +57.9% | -24.7% | +18.0% |
| 3Y | +90.2% | +28.9% | +61.2% | +70.0% |
| 5Y | +44.0% | -31.4% | +75.4% | +46.3% |
| 10Y | +133.1% | +301.0% | -167.9% | +36.5% |
| All | +133.1% | +290.1% | -157.0% | +36.5% |
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