+62.3%
IBB vs QSR
+25.9%
+36.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.5% |
| 7D | -3.9% | -2.4% | -1.5% | -3.3% |
| 30D | +2.7% | +5.7% | -3.0% | +1.3% |
| 3M | +21.4% | +6.9% | +14.4% | +19.0% |
| 6M | +20.1% | +6.9% | +13.2% | +17.3% |
| YTD | +21.9% | +14.9% | +7.0% | +16.5% |
| 1Y | +44.1% | +29.1% | +15.0% | +32.7% |
| All | +62.3% | +25.9% | +36.4% | +48.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling