+82.1%
QLD vs IBN
+73.5%
+8.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.8% | -2.8% |
| 7D | +7.0% | +1.9% | +5.1% | +5.5% |
| 30D | -14.3% | +22.1% | -36.4% | -27.8% |
| 3M | -16.0% | +17.1% | -33.1% | -26.9% |
| 6M | -14.2% | +35.5% | -49.8% | -34.5% |
| YTD | +12.8% | +16.8% | -4.1% | -2.7% |
| 1Y | +14.1% | +12.4% | +1.7% | +1.8% |
| 3Y | +146.0% | +58.0% | +87.9% | +43.8% |
| All | +82.1% | +73.5% | +8.6% | -6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling