+141.1%
QLD vs IBB
+89.8%
+51.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.2% |
| 7D | -3.8% | +0.8% | -4.6% | -3.9% |
| 30D | -20.5% | +5.2% | -25.7% | -23.7% |
| 3M | -14.6% | +8.6% | -23.2% | -21.3% |
| 6M | -14.7% | +27.8% | -42.5% | -33.9% |
| YTD | +11.2% | +28.8% | -17.6% | -14.9% |
| 1Y | +7.1% | +36.4% | -29.3% | -23.2% |
| 3Y | +141.1% | +89.3% | +51.8% | +26.9% |
| All | +141.1% | +89.8% | +51.3% | +26.9% |
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