+1,628.2%
QLD vs IBN
+321.6%
+1,306.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.1% | +0.7% |
| 7D | +0.6% | +1.4% | -0.8% | -0.2% |
| 30D | -0.1% | -0.3% | +0.2% | -0.1% |
| 3M | -8.4% | +17.1% | -25.5% | -16.5% |
| 6M | +32.2% | +3.4% | +28.8% | +29.3% |
| YTD | +28.9% | +2.5% | +26.4% | +26.4% |
| 1Y | +43.8% | -4.2% | +48.0% | +45.7% |
| 3Y | +176.6% | +32.4% | +144.2% | +129.6% |
| 5Y | +121.6% | +59.2% | +62.4% | +69.7% |
| All | +1,628.2% | +321.6% | +1,306.6% | +801.8% |
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