+85.4%
IBB vs DGX
+106.7%
-21.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.5% | +1.6% | -2.1% | -1.0% |
| 30D | +4.6% | +11.2% | -6.7% | +1.5% |
| 3M | +6.8% | +10.4% | -3.6% | +3.8% |
| 6M | +23.1% | +37.1% | -14.0% | +12.5% |
| YTD | +26.0% | +52.1% | -26.1% | +11.1% |
| 1Y | +30.4% | +40.7% | -10.3% | +17.8% |
| 3Y | +85.4% | +107.6% | -22.2% | +45.4% |
| All | +85.4% | +106.7% | -21.3% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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