+5,848.7%
QLD vs IBKR
+1,197.8%
+4,650.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.0% | -2.9% |
| 7D | +7.0% | +7.9% | -0.9% | +1.6% |
| 30D | -14.3% | -2.8% | -11.5% | -12.3% |
| 3M | -16.0% | -10.5% | -5.5% | -9.5% |
| 6M | -14.2% | -3.7% | -10.5% | -12.6% |
| YTD | +12.8% | +27.6% | -14.8% | -6.3% |
| 1Y | +14.1% | +22.5% | -8.5% | -2.6% |
| 3Y | +146.0% | +307.2% | -161.3% | -12.5% |
| 5Y | +82.0% | +357.7% | -275.6% | -41.0% |
| 10Y | +1,470.1% | +846.8% | +623.3% | +199.0% |
| All | +5,848.7% | +1,197.8% | +4,650.9% | +574.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling