+1,502.1%
QLD vs IBB
+126.8%
+1,375.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.0% | -1.9% |
| 7D | +7.0% | -0.5% | +7.5% | +7.9% |
| 30D | -14.3% | +4.6% | -18.9% | -18.8% |
| 3M | -16.0% | +6.8% | -22.8% | -24.0% |
| 6M | -14.2% | +23.1% | -37.3% | -36.9% |
| YTD | +12.8% | +26.0% | -13.3% | -20.3% |
| 1Y | +14.1% | +30.4% | -16.3% | -23.3% |
| 3Y | +146.0% | +85.4% | +60.5% | -1.8% |
| 5Y | +82.0% | +39.7% | +42.3% | +15.9% |
| All | +1,502.1% | +126.8% | +1,375.4% | +521.2% |
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