+40.5%
IBB vs DGX
+90.8%
-50.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.5% | +1.6% | -2.1% | -1.1% |
| 30D | +4.6% | +11.2% | -6.7% | +0.7% |
| 3M | +6.8% | +10.4% | -3.6% | +3.0% |
| 6M | +23.1% | +37.1% | -14.0% | +9.5% |
| YTD | +26.0% | +52.1% | -26.1% | +7.0% |
| 1Y | +30.4% | +40.7% | -10.3% | +14.2% |
| 3Y | +85.4% | +107.6% | -22.2% | +35.5% |
| All | +40.5% | +90.8% | -50.3% | +0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling