+1,520.2%
QLD vs IBN
+389.8%
+1,130.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +4.9% |
| 7D | -1.2% | +11.1% | -12.3% | -7.3% |
| 30D | -15.7% | +23.9% | -39.6% | -26.0% |
| 3M | -10.0% | +16.3% | -26.3% | -18.2% |
| 6M | -11.2% | +34.2% | -45.4% | -26.0% |
| YTD | +16.4% | +17.6% | -1.2% | +4.6% |
| 1Y | +12.7% | +13.8% | -1.2% | +3.1% |
| 3Y | +152.3% | +57.0% | +95.3% | +87.4% |
| 5Y | +91.8% | +75.3% | +16.4% | +37.0% |
| 10Y | +1,520.2% | +388.7% | +1,131.6% | +666.7% |
| All | +1,520.2% | +389.8% | +1,130.4% | +666.7% |
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