+40.5%
IBB vs QSR
+53.9%
-13.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -0.5% | -2.9% | +2.4% | +0.5% |
| 30D | +4.6% | +4.1% | +0.4% | +2.9% |
| 3M | +6.8% | -0.7% | +7.5% | +6.7% |
| 6M | +23.1% | +0.4% | +22.7% | +22.2% |
| YTD | +26.0% | +13.5% | +12.5% | +18.2% |
| 1Y | +30.4% | +11.0% | +19.4% | +23.3% |
| 3Y | +85.4% | +22.0% | +63.4% | +63.5% |
| All | +40.5% | +53.9% | -13.4% | +2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling