-37.2%
QID vs IBN
-4.0%
-33.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | -0.6% |
| 7D | -0.6% | +1.4% | -2.0% | -0.1% |
| 30D | 0.0% | -0.3% | +0.3% | -0.2% |
| 3M | +3.7% | +17.1% | -13.4% | +11.1% |
| 6M | -29.9% | +3.4% | -33.2% | -25.8% |
| YTD | -28.8% | +2.5% | -31.3% | -25.2% |
| 1Y | -37.2% | -4.2% | -33.0% | -33.8% |
| All | -37.2% | -4.0% | -33.2% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 1y: compounded portfolio wealth divided by compounded IBN 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…
1y analysis · Full analysis span regression · 6 months rolling