+19.8%
IBB vs DTE
+31.9%
-12.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | -3.9% | 0.0% | -3.9% | -3.9% |
| 30D | +2.7% | -0.5% | +3.3% | +2.8% |
| 3M | +21.4% | -6.0% | +27.4% | +23.4% |
| 6M | +20.1% | -7.2% | +27.3% | +22.4% |
| YTD | +21.9% | +7.2% | +14.7% | +18.6% |
| 1Y | +44.1% | +4.1% | +40.1% | +41.5% |
| 3Y | +63.4% | +46.9% | +16.5% | +42.8% |
| 5Y | +19.8% | +32.9% | -13.1% | +9.7% |
| All | +19.8% | +31.9% | -12.2% | +9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling