+7,256.1%
QLD vs IBN
+816.5%
+6,439.6%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +4.1% | -16.8% | -14.8% |
| 7D | -18.6% | +11.7% | -30.2% | -23.5% |
| 30D | -28.3% | +16.1% | -44.4% | -34.2% |
| 3M | -20.4% | +7.0% | -27.4% | -23.9% |
| 6M | -14.3% | +26.1% | -40.3% | -25.0% |
| YTD | +2.8% | +10.1% | -7.3% | -3.5% |
| 1Y | -1.2% | +8.0% | -9.2% | -6.4% |
| 3Y | +135.3% | +46.0% | +89.3% | +87.5% |
| 5Y | +62.6% | +63.9% | -1.3% | +25.5% |
| 10Y | +1,384.3% | +366.1% | +1,018.2% | +523.3% |
| All | +7,256.1% | +816.5% | +6,439.6% | +1,374.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling