+93.9%
QQQ vs IBN
+52.7%
+41.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.8% |
| 7D | -1.3% | -5.5% | +4.2% | +1.0% |
| 30D | -1.4% | -3.4% | +2.1% | -0.1% |
| 3M | +2.3% | +8.7% | -6.4% | -1.4% |
| 6M | +16.9% | +3.7% | +13.2% | +14.6% |
| YTD | +15.6% | -2.4% | +18.0% | +16.0% |
| 1Y | +22.6% | -8.1% | +30.7% | +25.7% |
| 3Y | +93.5% | +26.3% | +67.2% | +66.4% |
| 5Y | +93.9% | +54.9% | +39.0% | +45.3% |
| All | +93.9% | +52.7% | +41.2% | +45.3% |
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