-1.4%
QXO vs IBB
+441.7%
-443.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.4% | +0.1% |
| 7D | +2.9% | -1.7% | +4.5% | +3.6% |
| 30D | -18.0% | +4.9% | -22.9% | -19.5% |
| 3M | -14.7% | +24.2% | -39.0% | -21.6% |
| 6M | -39.2% | +23.8% | -63.1% | -43.8% |
| YTD | -31.3% | +23.0% | -54.3% | -36.3% |
| 1Y | -39.7% | +46.2% | -85.8% | -47.4% |
| 3Y | -41.5% | +64.8% | -106.3% | -51.3% |
| 5Y | -67.0% | +20.9% | -87.9% | -70.2% |
| 10Y | +44.7% | +121.6% | -76.8% | +13.1% |
| All | -1.4% | +441.7% | -443.1% | -14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling