+121.6%
IBB vs DAR
+367.0%
-245.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.9% | -5.1% | -2.8% |
| 7D | -1.7% | -0.9% | -0.8% | -1.5% |
| 30D | +4.9% | +13.0% | -8.1% | +1.9% |
| 3M | +24.2% | +15.0% | +9.2% | +19.8% |
| 6M | +23.8% | +26.8% | -3.0% | +16.4% |
| YTD | +23.0% | +86.4% | -63.5% | +5.8% |
| 1Y | +46.2% | +115.1% | -68.9% | +21.0% |
| 3Y | +64.8% | +14.6% | +50.2% | +53.3% |
| 5Y | +20.9% | -8.8% | +29.7% | +15.3% |
| 10Y | +121.6% | +356.5% | -235.0% | +24.7% |
| All | +121.6% | +367.0% | -245.4% | +24.7% |
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