+30.4%
IBB vs QSR
+12.9%
+17.5%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -0.5% | -2.9% | +2.4% | -0.2% |
| 30D | +4.6% | +4.1% | +0.4% | +4.0% |
| 3M | +6.8% | -0.7% | +7.5% | +6.9% |
| 6M | +23.1% | +0.4% | +22.7% | +22.6% |
| YTD | +26.0% | +13.5% | +12.5% | +22.5% |
| 1Y | +30.4% | +11.0% | +19.4% | +27.7% |
| All | +30.4% | +12.9% | +17.5% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 1y: compounded portfolio wealth divided by compounded QSR 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…
1y analysis · Full analysis span regression · 6 months rolling