+569.6%
IBB vs DOC
+545.5%
+24.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.1% | -0.5% | +1.8% |
| 7D | +2.2% | +8.7% | -6.5% | -0.2% |
| 30D | +6.3% | +7.6% | -1.3% | +4.0% |
| 3M | +16.3% | -5.3% | +21.6% | +17.8% |
| 6M | +30.0% | +27.6% | +2.4% | +20.4% |
| YTD | +31.1% | +32.4% | -1.3% | +20.0% |
| 1Y | +42.0% | +22.9% | +19.1% | +32.6% |
| 3Y | +85.9% | +43.1% | +42.8% | +65.1% |
| 5Y | +38.4% | -21.4% | +59.8% | +43.5% |
| 10Y | +170.4% | +16.8% | +153.5% | +138.0% |
| All | +569.6% | +545.5% | +24.1% | +193.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling