+149.6%
IBM vs QLD
+1,375.1%
-1,225.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -1.5% |
| 7D | -5.0% | -10.3% | +5.3% | -2.5% |
| 30D | +11.1% | -26.1% | +37.2% | +19.4% |
| 3M | +5.7% | -17.8% | +23.5% | +10.4% |
| 6M | +10.1% | -15.6% | +25.7% | +12.8% |
| YTD | -15.6% | +5.4% | -21.0% | -18.7% |
| 1Y | -19.5% | +5.2% | -24.8% | -22.6% |
| 3Y | +80.4% | +139.4% | -59.1% | +35.0% |
| 5Y | +140.0% | +66.7% | +73.3% | +87.4% |
| All | +149.6% | +1,375.1% | -1,225.5% | -11.5% |
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