+176.1%
QLD vs IBN
+32.1%
+144.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.1% | +0.7% |
| 7D | +0.6% | +1.4% | -0.8% | -0.1% |
| 30D | -0.1% | -0.3% | +0.2% | 0.0% |
| 3M | -8.4% | +17.1% | -25.5% | -15.6% |
| 6M | +32.2% | +3.4% | +28.8% | +29.1% |
| YTD | +28.9% | +2.5% | +26.4% | +26.2% |
| 1Y | +43.8% | -4.2% | +48.0% | +44.6% |
| All | +176.1% | +32.1% | +144.0% | +140.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling