-70.4%
QID vs IBB
+78.6%
-149.0%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.3% | -0.9% |
| 7D | +9.4% | -1.8% | +11.2% | +8.2% |
| 30D | +31.2% | +5.1% | +26.2% | +38.5% |
| 3M | +17.4% | +10.7% | +6.7% | +31.1% |
| 6M | +8.4% | +22.9% | -14.5% | +35.5% |
| YTD | -15.8% | +26.7% | -42.5% | +10.8% |
| 1Y | -16.3% | +35.1% | -51.4% | +18.5% |
| 3Y | -70.4% | +80.2% | -150.6% | -38.7% |
| All | -70.4% | +78.6% | -149.0% | -38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling