+86.6%
QLD vs IBKR
+357.6%
-271.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | +0.4% |
| 7D | +12.5% | +11.8% | +0.7% | +3.9% |
| 30D | -15.7% | -7.0% | -8.7% | -10.9% |
| 3M | -11.9% | -11.2% | -0.7% | -4.5% |
| 6M | -10.3% | -3.7% | -6.6% | -8.6% |
| YTD | +15.6% | +26.8% | -11.2% | -4.4% |
| 1Y | +12.1% | +12.3% | -0.2% | +1.0% |
| 3Y | +150.7% | +301.2% | -150.6% | -17.9% |
| 5Y | +86.6% | +355.1% | -268.5% | -51.4% |
| All | +86.6% | +357.6% | -271.0% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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