+35.5%
IBB vs DOC
-22.1%
+57.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.2% | -4.8% | -5.0% |
| 7D | -3.6% | +6.2% | -9.8% | -5.6% |
| 30D | +3.4% | +6.5% | -3.1% | +1.0% |
| 3M | +9.5% | -6.2% | +15.7% | +11.8% |
| 6M | +23.3% | +25.6% | -2.3% | +12.3% |
| YTD | +24.5% | +32.1% | -7.5% | +10.9% |
| 1Y | +32.9% | +20.3% | +12.6% | +22.6% |
| 3Y | +76.6% | +42.7% | +33.8% | +50.1% |
| 5Y | +35.5% | -22.2% | +57.6% | +47.1% |
| All | +35.5% | -22.1% | +57.6% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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