+1,450.1%
QLD vs IBN
+364.2%
+1,085.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.9% |
| 7D | -3.8% | +15.8% | -19.6% | -11.8% |
| 30D | -20.5% | +25.1% | -45.6% | -30.6% |
| 3M | -14.6% | +16.0% | -30.6% | -22.3% |
| 6M | -14.7% | +32.8% | -47.4% | -28.4% |
| YTD | +11.2% | +18.0% | -6.8% | -0.2% |
| 1Y | +7.1% | +15.9% | -8.8% | -3.0% |
| 3Y | +141.1% | +57.6% | +83.5% | +78.8% |
| 5Y | +84.3% | +74.7% | +9.6% | +31.9% |
| 10Y | +1,450.1% | +373.9% | +1,076.1% | +635.6% |
| All | +1,450.1% | +364.2% | +1,085.9% | +635.6% |
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