-47.3%
QS vs IBB
+55.9%
-103.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.9% | -5.7% | -5.3% |
| 7D | -4.2% | -3.9% | -0.3% | +1.6% |
| 30D | -15.7% | +2.7% | -18.4% | -19.8% |
| 3M | -28.7% | +21.4% | -50.0% | -48.2% |
| 6M | -23.2% | +20.1% | -43.3% | -43.1% |
| YTD | -49.9% | +21.9% | -71.8% | -63.7% |
| 1Y | -38.8% | +44.1% | -82.9% | -65.7% |
| 3Y | -24.0% | +63.4% | -87.4% | -65.4% |
| 5Y | -75.6% | +19.8% | -95.4% | -81.9% |
| All | -47.3% | +55.9% | -103.2% | -63.9% |
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