-100.0%
QID vs IBB
+843.0%
-942.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.3% | -0.3% |
| 7D | +9.4% | -1.8% | +11.2% | +7.8% |
| 30D | +31.2% | +5.1% | +26.2% | +41.7% |
| 3M | +17.4% | +10.7% | +6.7% | +36.1% |
| 6M | +8.4% | +22.9% | -14.5% | +45.0% |
| YTD | -15.8% | +26.7% | -42.5% | +19.5% |
| 1Y | -16.3% | +35.1% | -51.4% | +29.7% |
| 3Y | -70.4% | +80.2% | -150.6% | -24.4% |
| 5Y | -74.8% | +37.8% | -112.6% | -43.7% |
| 10Y | -99.0% | +161.2% | -260.2% | -91.9% |
| All | -100.0% | +843.0% | -942.9% | -95.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling