+38.4%
IBB vs DOC
-22.8%
+61.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.1% | -0.5% | +1.5% |
| 7D | +2.2% | +8.7% | -6.5% | -0.7% |
| 30D | +6.3% | +7.6% | -1.3% | +3.5% |
| 3M | +16.3% | -5.3% | +21.6% | +18.3% |
| 6M | +30.0% | +27.6% | +2.4% | +17.7% |
| YTD | +31.1% | +32.4% | -1.3% | +16.7% |
| 1Y | +42.0% | +22.9% | +19.1% | +29.9% |
| 3Y | +85.9% | +43.1% | +42.8% | +58.0% |
| 5Y | +38.4% | -21.4% | +59.8% | +49.8% |
| All | +38.4% | -22.8% | +61.2% | +49.8% |
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