+293.0%
IBKR vs QID
-73.7%
+366.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +4.0% | +1.3% |
| 7D | -1.3% | +1.3% | -2.6% | -0.7% |
| 30D | -0.2% | +2.9% | -3.2% | +1.7% |
| 3M | +3.0% | -0.7% | +3.7% | +4.3% |
| 6M | +33.9% | -29.7% | +63.5% | +15.3% |
| YTD | +42.5% | -27.9% | +70.4% | +25.6% |
| 1Y | +44.9% | -34.6% | +79.4% | +23.8% |
| 3Y | +293.0% | -73.5% | +366.5% | +182.4% |
| All | +293.0% | -73.7% | +366.7% | +182.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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