+1,418.0%
QLD vs IBN
+368.7%
+1,049.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.7% | +5.1% | +5.9% |
| 7D | -1.4% | +14.6% | -16.0% | -9.1% |
| 30D | -19.6% | +23.5% | -43.1% | -29.3% |
| 3M | -14.1% | +14.0% | -28.1% | -21.0% |
| 6M | -13.6% | +31.1% | -44.8% | -27.0% |
| YTD | +12.5% | +16.6% | -4.0% | +1.7% |
| 1Y | +13.1% | +14.9% | -1.8% | +3.0% |
| 3Y | +154.7% | +56.9% | +97.8% | +89.4% |
| 5Y | +81.1% | +69.7% | +11.4% | +31.6% |
| 10Y | +1,418.0% | +365.4% | +1,052.6% | +623.2% |
| All | +1,418.0% | +368.7% | +1,049.3% | +623.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 10y: compounded portfolio wealth divided by compounded IBN 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…
10y analysis · Full analysis span regression · 6 months rolling