-100.0%
QID vs IBB
+835.4%
-935.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -1.5% |
| 7D | -0.6% | +1.4% | -2.1% | +1.2% |
| 30D | 0.0% | +10.5% | -10.5% | +14.0% |
| 3M | +3.7% | +23.6% | -19.9% | +37.9% |
| 6M | -29.9% | +22.6% | -52.5% | -6.5% |
| YTD | -28.8% | +25.7% | -54.5% | -1.4% |
| 1Y | -37.2% | +51.4% | -88.6% | +12.4% |
| 3Y | -73.7% | +64.4% | -138.1% | -41.2% |
| 5Y | -80.7% | +22.1% | -102.9% | -63.7% |
| 10Y | -99.1% | +132.5% | -231.6% | -93.9% |
| All | -100.0% | +835.4% | -935.3% | -96.4% |
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