+122.5%
QLD vs IBKR
+489.2%
-366.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.1% |
| 7D | +1.9% | +1.3% | +0.6% | +0.9% |
| 30D | -1.8% | -0.3% | -1.5% | -2.1% |
| 3M | -0.1% | +4.7% | -4.8% | -4.2% |
| 6M | +32.6% | +34.0% | -1.5% | +6.8% |
| YTD | +27.9% | +40.8% | -12.9% | -1.5% |
| 1Y | +40.3% | +45.7% | -5.5% | +4.8% |
| 3Y | +182.5% | +288.4% | -105.9% | -1.0% |
| 5Y | +122.5% | +487.2% | -364.6% | -47.8% |
| All | +122.5% | +489.2% | -366.7% | -47.8% |
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