+19.8%
IBB vs QSR
+43.4%
-23.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.3% |
| 7D | -3.9% | -2.4% | -1.5% | -3.1% |
| 30D | +2.7% | +5.7% | -3.0% | +0.6% |
| 3M | +21.4% | +6.9% | +14.4% | +18.0% |
| 6M | +20.1% | +6.9% | +13.2% | +16.2% |
| YTD | +21.9% | +14.9% | +7.0% | +14.2% |
| 1Y | +44.1% | +29.1% | +15.0% | +28.3% |
| 3Y | +63.4% | +26.1% | +37.2% | +42.6% |
| 5Y | +19.8% | +42.3% | -22.6% | -9.7% |
| All | +19.8% | +43.4% | -23.7% | -9.7% |
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 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