-100.0%
QID vs IBN
+819.8%
-919.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | -0.7% |
| 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% | +12.9% |
| 6M | -29.9% | +3.4% | -33.2% | -27.8% |
| YTD | -28.8% | +2.5% | -31.3% | -26.7% |
| 1Y | -37.2% | -4.2% | -33.0% | -37.6% |
| 3Y | -73.7% | +32.4% | -106.1% | -67.9% |
| 5Y | -80.7% | +59.2% | -139.9% | -71.5% |
| 10Y | -99.1% | +345.7% | -444.8% | -97.2% |
| All | -100.0% | +819.8% | -919.7% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling