+522.2%
IBB vs DGX
+1,124.1%
-601.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -3.9% | -2.2% | -1.7% | -3.0% |
| 30D | +2.7% | -0.9% | +3.6% | +3.2% |
| 3M | +21.4% | +15.6% | +5.8% | +14.1% |
| 6M | +20.1% | +17.8% | +2.3% | +11.8% |
| YTD | +21.9% | +37.5% | -15.6% | +6.0% |
| 1Y | +44.1% | +31.2% | +13.0% | +27.5% |
| 3Y | +63.4% | +96.6% | -33.2% | +20.5% |
| 5Y | +19.8% | +64.9% | -45.2% | -6.0% |
| 10Y | +127.0% | +254.6% | -127.6% | +23.5% |
| All | +522.2% | +1,124.1% | -601.9% | +69.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling