-100.0%
QID vs IBB
+858.6%
-958.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | -0.1% |
| 7D | +1.8% | +0.8% | +1.0% | +3.9% |
| 30D | +21.6% | +5.2% | +16.4% | +31.7% |
| 3M | +12.6% | +8.6% | +4.0% | +27.5% |
| 6M | +6.9% | +27.8% | -20.9% | +51.0% |
| YTD | -20.5% | +28.8% | -49.3% | +15.5% |
| 1Y | -18.1% | +36.4% | -54.5% | +28.8% |
| 3Y | -70.7% | +89.3% | -160.0% | -19.9% |
| 5Y | -77.2% | +43.3% | -120.5% | -46.4% |
| 10Y | -99.0% | +130.6% | -229.7% | -93.2% |
| All | -100.0% | +858.6% | -958.6% | -95.8% |
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