+6,700.5%
QLD vs IBKR
+1,369.6%
+5,330.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.6% |
| 7D | +0.6% | -3.3% | +3.8% | +2.7% |
| 30D | -0.1% | +4.5% | -4.6% | -3.7% |
| 3M | -8.4% | +6.5% | -14.8% | -12.9% |
| 6M | +32.2% | +34.2% | -2.0% | +6.7% |
| YTD | +28.9% | +44.5% | -15.6% | -2.0% |
| 1Y | +43.8% | +44.7% | -0.9% | +8.3% |
| 3Y | +176.6% | +306.7% | -130.1% | -2.1% |
| 5Y | +121.6% | +489.9% | -368.3% | -40.3% |
| 10Y | +1,652.9% | +1,019.5% | +633.4% | +195.4% |
| All | +6,700.5% | +1,369.6% | +5,330.9% | +605.2% |
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