+117.3%
IBB vs DTE
+141.0%
-23.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.0% |
| 7D | -5.2% | -2.0% | -3.2% | -4.7% |
| 30D | +1.5% | -2.4% | +3.8% | +2.1% |
| 3M | +22.1% | -7.3% | +29.4% | +24.7% |
| 6M | +17.7% | -7.6% | +25.4% | +20.1% |
| YTD | +20.2% | +5.8% | +14.4% | +17.7% |
| 1Y | +44.4% | +2.3% | +42.1% | +42.7% |
| 3Y | +61.1% | +45.0% | +16.1% | +42.8% |
| 5Y | +18.5% | +33.2% | -14.7% | +7.0% |
| All | +117.3% | +141.0% | -23.7% | +74.8% |
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