+153.8%
QLD vs IBN
+58.3%
+95.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +4.8% |
| 7D | -1.2% | +11.1% | -12.3% | -5.3% |
| 30D | -15.7% | +23.9% | -39.6% | -23.2% |
| 3M | -10.0% | +16.3% | -26.3% | -15.7% |
| 6M | -11.2% | +34.2% | -45.4% | -22.5% |
| YTD | +16.4% | +17.6% | -1.2% | +7.6% |
| 1Y | +12.7% | +13.8% | -1.2% | +5.5% |
| All | +153.8% | +58.3% | +95.5% | +120.6% |
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 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