+91.8%
QLD vs IBN
+74.4%
+17.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +5.0% |
| 7D | -1.2% | +11.1% | -12.3% | -9.5% |
| 30D | -15.7% | +23.9% | -39.6% | -29.8% |
| 3M | -10.0% | +16.3% | -26.3% | -21.3% |
| 6M | -11.2% | +34.2% | -45.4% | -31.6% |
| YTD | +16.4% | +17.6% | -1.2% | 0.0% |
| 1Y | +12.7% | +13.8% | -1.2% | -0.6% |
| 3Y | +152.3% | +57.0% | +95.3% | +49.1% |
| 5Y | +91.8% | +75.3% | +16.4% | -2.0% |
| All | +91.8% | +74.4% | +17.4% | -2.0% |
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