+538.5%
IBM vs QLD
+8,245.8%
-7,707.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.1% |
| 7D | +0.4% | -9.4% | +9.8% | +3.4% |
| 30D | +14.8% | -17.1% | +31.8% | +21.1% |
| 3M | +8.9% | -10.4% | +19.3% | +12.1% |
| 6M | +12.4% | +0.7% | +11.7% | +9.8% |
| YTD | -12.4% | +17.7% | -30.1% | -18.8% |
| 1Y | -13.3% | +14.7% | -27.9% | -19.1% |
| 3Y | +88.6% | +169.6% | -81.0% | +29.0% |
| 5Y | +154.8% | +86.7% | +68.2% | +80.5% |
| 10Y | +164.7% | +1,600.8% | -1,436.1% | -25.3% |
| All | +538.5% | +8,245.8% | -7,707.3% | -18.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling