+542.4%
QQQ vs IBB
+127.7%
+414.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.8% | +1.1% |
| 7D | +6.4% | +1.6% | +4.7% | +5.2% |
| 30D | -7.5% | +6.7% | -14.2% | -11.4% |
| 3M | -4.8% | +6.3% | -11.1% | -9.2% |
| 6M | -2.5% | +23.9% | -26.4% | -16.7% |
| YTD | +12.4% | +26.6% | -14.2% | -5.8% |
| 1Y | +11.3% | +29.6% | -18.3% | -8.4% |
| 3Y | +85.0% | +86.1% | -1.1% | +15.2% |
| 5Y | +79.6% | +40.3% | +39.3% | +36.0% |
| All | +542.4% | +127.7% | +414.7% | +252.9% |
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 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