-22.0%
QID vs IBB
+42.2%
-64.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.6% | -4.5% | -0.2% |
| 7D | +9.8% | +2.2% | +7.6% | +11.4% |
| 30D | +18.9% | +6.3% | +12.6% | +23.7% |
| 3M | +9.6% | +16.3% | -6.7% | +21.9% |
| 6M | -7.8% | +30.0% | -37.8% | +13.3% |
| YTD | -23.3% | +31.1% | -54.5% | -3.0% |
| 1Y | -22.0% | +42.0% | -64.0% | +5.9% |
| All | -22.0% | +42.2% | -64.2% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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