+543.4%
IBB vs DTE
+1,126.9%
-583.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | -0.5% | +3.4% | -4.0% | -1.9% |
| 30D | +4.6% | +8.9% | -4.3% | +1.0% |
| 3M | +6.8% | +1.1% | +5.8% | +6.2% |
| 6M | +23.1% | +0.1% | +23.0% | +22.6% |
| YTD | +26.0% | +11.1% | +15.0% | +19.9% |
| 1Y | +30.4% | +4.9% | +25.4% | +26.9% |
| 3Y | +85.4% | +58.6% | +26.9% | +50.9% |
| 5Y | +39.7% | +47.3% | -7.5% | +15.6% |
| 10Y | +127.1% | +151.3% | -24.3% | +38.7% |
| All | +543.4% | +1,126.9% | -583.5% | +61.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling