+1,628.2%
QLD vs IBB
+129.6%
+1,498.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +1.5% |
| 7D | +0.6% | +1.4% | -0.9% | -1.3% |
| 30D | -0.1% | +10.5% | -10.6% | -13.4% |
| 3M | -8.4% | +23.6% | -32.0% | -32.0% |
| 6M | +32.2% | +22.6% | +9.6% | -1.5% |
| YTD | +28.9% | +25.7% | +3.2% | -7.6% |
| 1Y | +43.8% | +51.4% | -7.5% | -20.5% |
| 3Y | +176.6% | +64.4% | +112.2% | +34.9% |
| 5Y | +121.6% | +22.1% | +99.4% | +70.9% |
| All | +1,628.2% | +129.6% | +1,498.6% | +619.7% |
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 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