-75.3%
QS vs IBB
+22.5%
-97.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.4% | +2.0% |
| 7D | -2.3% | +1.4% | -3.7% | -4.7% |
| 30D | -0.7% | +10.5% | -11.2% | -16.4% |
| 3M | -39.6% | +23.6% | -63.3% | -58.4% |
| 6M | -21.7% | +22.6% | -44.3% | -45.3% |
| YTD | -47.4% | +25.7% | -73.1% | -64.8% |
| 1Y | -28.4% | +51.4% | -79.7% | -64.9% |
| 3Y | -22.6% | +64.4% | -87.0% | -67.9% |
| All | -75.3% | +22.5% | -97.8% | -76.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling