+541.7%
IBB vs DTE
+1,084.1%
-542.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | +1.4% | +0.2% | +1.3% | +1.4% |
| 30D | +10.5% | -2.6% | +13.1% | +11.6% |
| 3M | +23.6% | -3.9% | +27.5% | +25.3% |
| 6M | +22.6% | -7.9% | +30.5% | +26.2% |
| YTD | +25.7% | +7.2% | +18.5% | +21.4% |
| 1Y | +51.4% | +3.1% | +48.3% | +48.4% |
| 3Y | +64.4% | +47.6% | +16.8% | +37.6% |
| 5Y | +22.1% | +32.7% | -10.6% | +5.5% |
| 10Y | +132.5% | +138.8% | -6.3% | +44.9% |
| All | +541.7% | +1,084.1% | -542.4% | +63.2% |
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