+5,998.7%
QLD vs IBKR
+1,190.5%
+4,808.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | +0.3% |
| 7D | +12.5% | +11.8% | +0.7% | +4.1% |
| 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% | -8.5% |
| YTD | +15.6% | +26.8% | -11.2% | -3.5% |
| 1Y | +12.1% | +12.3% | -0.2% | +1.5% |
| 3Y | +150.7% | +301.2% | -150.6% | -9.9% |
| 5Y | +86.6% | +355.1% | -268.5% | -39.3% |
| 10Y | +1,509.7% | +841.5% | +668.3% | +207.8% |
| All | +5,998.7% | +1,190.5% | +4,808.3% | +594.2% |
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 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