+133.5%
QLD vs IBB
+75.6%
+57.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -5.0% | -7.7% | -8.0% |
| 7D | -18.6% | -3.6% | -14.9% | -15.3% |
| 30D | -28.3% | +3.4% | -31.7% | -30.1% |
| 3M | -20.4% | +9.5% | -29.9% | -27.4% |
| 6M | -14.3% | +23.3% | -37.6% | -31.3% |
| YTD | +2.8% | +24.5% | -21.8% | -18.8% |
| 1Y | -1.2% | +32.9% | -34.1% | -27.5% |
| All | +133.5% | +75.6% | +57.9% | +30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling