-13.3%
IBM vs QLD
+13.1%
-26.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.5% |
| 7D | +0.4% | -9.4% | +9.8% | +1.7% |
| 30D | +14.8% | -17.1% | +31.8% | +17.6% |
| 3M | +8.9% | -10.4% | +19.3% | +10.2% |
| 6M | +12.4% | +0.7% | +11.7% | +8.3% |
| YTD | -12.4% | +17.7% | -30.1% | -20.6% |
| 1Y | -13.3% | +14.7% | -27.9% | -20.8% |
| All | -13.3% | +13.1% | -26.4% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 1y: compounded portfolio wealth divided by compounded QLD 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…
1y analysis · Full analysis span regression · 6 months rolling