+143.6%
IBM vs QLD
+1,536.4%
-1,392.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.6% | -3.1% | +0.3% |
| 7D | -1.7% | -1.2% | -0.5% | -1.7% |
| 30D | +10.1% | -15.7% | +25.8% | +14.4% |
| 3M | +4.8% | -10.0% | +14.9% | +7.0% |
| 6M | +12.6% | -11.2% | +23.8% | +13.9% |
| YTD | -13.9% | +16.4% | -30.3% | -19.2% |
| 1Y | -18.7% | +12.7% | -31.4% | -23.2% |
| 3Y | +81.9% | +152.3% | -70.4% | +34.2% |
| 5Y | +148.3% | +91.8% | +56.6% | +86.3% |
| 10Y | +143.6% | +1,520.2% | -1,376.6% | -23.3% |
| All | +143.6% | +1,536.4% | -1,392.7% | -23.3% |
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