+1,351.8%
QLD vs IBB
+156.3%
+1,195.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +0.3% |
| 7D | -10.3% | -1.8% | -8.4% | -7.6% |
| 30D | -26.1% | +5.1% | -31.1% | -30.6% |
| 3M | -17.8% | +10.7% | -28.5% | -29.1% |
| 6M | -15.6% | +22.9% | -38.5% | -37.5% |
| YTD | +5.4% | +26.7% | -21.3% | -25.6% |
| 1Y | +5.2% | +35.1% | -29.9% | -32.2% |
| 3Y | +139.4% | +80.2% | +59.3% | +1.4% |
| 5Y | +66.7% | +37.8% | +28.9% | +9.1% |
| All | +1,351.8% | +156.3% | +1,195.5% | +476.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling