+67.2%
QLD vs IBB
+37.5%
+29.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +0.4% |
| 7D | -10.3% | -1.8% | -8.4% | -7.7% |
| 30D | -26.1% | +5.1% | -31.1% | -30.3% |
| 3M | -17.8% | +10.7% | -28.5% | -28.6% |
| 6M | -15.6% | +22.9% | -38.5% | -37.0% |
| YTD | +5.4% | +26.7% | -21.3% | -25.0% |
| 1Y | +5.2% | +35.1% | -29.9% | -31.9% |
| 3Y | +139.4% | +80.2% | +59.3% | -1.8% |
| All | +67.2% | +37.5% | +29.7% | +3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling