-46.2%
QXO vs IBB
+60.8%
-107.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -2.2% |
| 7D | -8.7% | -5.2% | -3.5% | -4.5% |
| 30D | -21.0% | +1.5% | -22.4% | -21.9% |
| 3M | -18.4% | +22.1% | -40.5% | -30.9% |
| 6M | -43.0% | +17.7% | -60.8% | -50.0% |
| YTD | -36.3% | +20.2% | -56.5% | -44.9% |
| 1Y | -42.8% | +44.4% | -87.2% | -56.4% |
| All | -46.2% | +60.8% | -107.1% | -68.3% |
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