-16.3%
QS vs IBB
+86.3%
-102.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.8% | +4.0% | +3.2% |
| 7D | +13.7% | +2.7% | +11.0% | +10.4% |
| 30D | -0.2% | +6.3% | -6.6% | -7.2% |
| 3M | -24.8% | +11.1% | -35.9% | -34.6% |
| 6M | -39.4% | +29.2% | -68.6% | -57.2% |
| YTD | -56.1% | +30.2% | -86.4% | -69.2% |
| 1Y | -72.5% | +39.5% | -112.0% | -82.5% |
| 3Y | -16.3% | +92.3% | -108.6% | -72.7% |
| All | -16.3% | +86.3% | -102.6% | -72.7% |
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 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