+150.1%
IBM vs QLD
+80.9%
+69.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.4% |
| 7D | +1.6% | +7.0% | -5.4% | +0.3% |
| 30D | +9.2% | -14.3% | +23.5% | +11.9% |
| 3M | +4.9% | -16.0% | +20.9% | +7.8% |
| 6M | +16.8% | -14.2% | +31.0% | +18.6% |
| YTD | -14.3% | +12.8% | -27.0% | -17.8% |
| 1Y | -16.7% | +14.1% | -30.8% | -20.4% |
| 3Y | +82.2% | +146.0% | -63.7% | +49.7% |
| All | +150.1% | +80.9% | +69.2% | +98.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling