-14.2%
QLD vs IBKR
-2.3%
-11.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.0% | -2.9% |
| 7D | +7.0% | +7.9% | -0.9% | +1.3% |
| 30D | -14.3% | -2.8% | -11.5% | -12.7% |
| 3M | -16.0% | -10.5% | -5.5% | -10.8% |
| 6M | -14.2% | -3.7% | -10.5% | -13.2% |
| All | -14.2% | -2.3% | -11.9% | -13.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling