-80.8%
QID vs IBN
+54.0%
-134.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | -0.9% |
| 7D | -1.9% | -5.1% | +3.2% | -6.0% |
| 30D | +1.7% | -3.5% | +5.2% | -1.2% |
| 3M | -3.9% | +11.3% | -15.2% | +5.3% |
| 6M | -30.0% | +4.4% | -34.4% | -26.3% |
| YTD | -28.2% | -1.8% | -26.4% | -27.9% |
| 1Y | -35.6% | -8.0% | -27.7% | -38.8% |
| 3Y | -74.3% | +27.1% | -101.4% | -64.8% |
| 5Y | -80.8% | +54.5% | -135.3% | -60.8% |
| All | -80.8% | +54.0% | -134.8% | -60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling