-21.3%
QS vs IBB
+68.6%
-89.9%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.4% | +1.7% |
| 7D | -2.3% | +1.4% | -3.7% | -4.2% |
| 30D | -0.7% | +10.5% | -11.2% | -13.4% |
| 3M | -39.6% | +23.6% | -63.3% | -55.3% |
| 6M | -21.7% | +22.6% | -44.3% | -41.1% |
| YTD | -47.4% | +25.7% | -73.1% | -61.7% |
| 1Y | -28.4% | +51.4% | -79.7% | -59.4% |
| All | -21.3% | +68.6% | -89.9% | -62.8% |
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