+22.4%
IBB vs DOC
-24.5%
+46.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.3% |
| 7D | +1.4% | -1.5% | +2.9% | +1.9% |
| 30D | +10.5% | -4.8% | +15.3% | +12.3% |
| 3M | +23.6% | +6.9% | +16.8% | +20.6% |
| 6M | +22.6% | +20.7% | +1.9% | +13.7% |
| YTD | +25.7% | +34.1% | -8.5% | +11.7% |
| 1Y | +51.4% | +22.6% | +28.7% | +38.9% |
| 3Y | +64.4% | +20.8% | +43.5% | +50.1% |
| All | +22.4% | -24.5% | +46.9% | +27.4% |
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