+123.1%
IBB vs DTE
+152.1%
-29.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -0.5% | +3.4% | -4.0% | -1.5% |
| 30D | +4.6% | +8.9% | -4.3% | +2.0% |
| 3M | +6.8% | +1.1% | +5.8% | +6.4% |
| 6M | +23.1% | +0.1% | +23.0% | +22.8% |
| YTD | +26.0% | +11.1% | +15.0% | +21.6% |
| 1Y | +30.4% | +4.9% | +25.4% | +27.9% |
| 3Y | +85.4% | +58.6% | +26.9% | +59.8% |
| 5Y | +39.7% | +47.3% | -7.5% | +22.1% |
| All | +123.1% | +152.1% | -29.0% | +79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling