+538.0%
QQQ vs IBB
+133.2%
+404.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.9% | +2.0% |
| 7D | -0.2% | -1.4% | +1.1% | +0.8% |
| 30D | -7.5% | +6.8% | -14.3% | -11.5% |
| 3M | -3.8% | +9.2% | -13.0% | -9.9% |
| 6M | -3.0% | +28.3% | -31.3% | -19.1% |
| YTD | +12.8% | +29.4% | -16.6% | -6.9% |
| 1Y | +11.6% | +33.2% | -21.6% | -9.8% |
| 3Y | +85.6% | +90.2% | -4.6% | +14.0% |
| 5Y | +82.1% | +44.0% | +38.1% | +35.6% |
| 10Y | +538.0% | +133.1% | +404.9% | +243.1% |
| All | +538.0% | +133.2% | +404.8% | +243.1% |
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