+603.9%
QQQ vs IBN
+1,760.3%
-1,156.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | +3.6% | +1.9% | +1.8% | +3.2% |
| 30D | -6.7% | +22.1% | -28.8% | -10.9% |
| 3M | -7.0% | +17.1% | -24.1% | -10.4% |
| 6M | -4.7% | +35.5% | -40.2% | -11.1% |
| YTD | +11.1% | +16.8% | -5.8% | +6.8% |
| 1Y | +12.3% | +12.4% | -0.1% | +8.9% |
| 3Y | +83.3% | +58.0% | +25.3% | +63.7% |
| 5Y | +77.5% | +73.7% | +3.8% | +55.2% |
| 10Y | +528.3% | +385.6% | +142.7% | +321.9% |
| All | +603.9% | +1,760.3% | -1,156.4% | +174.7% |
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