-77.0%
QID vs IBN
+73.5%
-150.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.9% |
| 7D | -7.1% | +1.9% | -9.0% | -5.7% |
| 30D | +12.6% | +22.1% | -9.5% | +31.3% |
| 3M | +14.2% | +17.1% | -2.9% | +28.9% |
| 6M | +6.2% | +35.5% | -29.4% | +36.2% |
| YTD | -21.8% | +16.8% | -38.6% | -10.2% |
| 1Y | -23.1% | +12.4% | -35.5% | -14.7% |
| 3Y | -71.3% | +58.0% | -129.4% | -52.1% |
| All | -77.0% | +73.5% | -150.5% | -47.0% |
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