+79.2%
IBM vs QLD
+149.5%
-70.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | -1.5% | -3.8% | +2.3% | -0.9% |
| 30D | +8.4% | -20.5% | +28.9% | +13.5% |
| 3M | +4.2% | -14.6% | +18.8% | +7.2% |
| 6M | +7.9% | -14.7% | +22.6% | +9.9% |
| YTD | -15.2% | +11.2% | -26.4% | -19.9% |
| 1Y | -18.7% | +7.1% | -25.8% | -22.6% |
| 3Y | +79.2% | +141.1% | -61.9% | +33.5% |
| All | +79.2% | +149.5% | -70.3% | +33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling