+132.4%
IBM vs QLD
+1,646.9%
-1,514.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.3% | 0.0% |
| 7D | -0.3% | +0.6% | -0.9% | -0.4% |
| 30D | +0.3% | -0.1% | +0.4% | +0.3% |
| 3M | -21.6% | -8.4% | -13.2% | -20.8% |
| 6M | -4.7% | +32.2% | -36.9% | -13.0% |
| YTD | -19.1% | +28.9% | -48.0% | -25.6% |
| 1Y | -2.5% | +43.8% | -46.3% | -13.1% |
| 3Y | +74.2% | +176.6% | -102.4% | +26.0% |
| 5Y | +113.1% | +121.6% | -8.4% | +54.1% |
| All | +132.4% | +1,646.9% | -1,514.5% | -23.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling