+64.8%
IBB vs DTE
+48.7%
+16.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.0% | -2.4% |
| 7D | -1.7% | +0.9% | -2.5% | -1.9% |
| 30D | +4.9% | -1.9% | +6.7% | +5.3% |
| 3M | +24.2% | -3.3% | +27.6% | +25.2% |
| 6M | +23.8% | -7.1% | +31.0% | +26.2% |
| YTD | +23.0% | +8.1% | +14.8% | +19.4% |
| 1Y | +46.2% | +5.3% | +40.9% | +43.0% |
| 3Y | +64.8% | +48.2% | +16.7% | +42.3% |
| All | +64.8% | +48.7% | +16.1% | +42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling