+642.9%
QQQ vs IBN
+1,491.4%
-848.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.5% | +0.5% |
| 7D | +1.5% | -2.2% | +3.7% | +2.0% |
| 30D | -0.6% | -2.3% | +1.6% | -0.2% |
| 3M | +0.4% | +15.9% | -15.4% | -2.9% |
| 6M | +20.1% | +5.6% | +14.5% | +18.4% |
| YTD | +17.2% | -0.1% | +17.3% | +16.9% |
| 1Y | +24.7% | -6.5% | +31.2% | +26.0% |
| 3Y | +96.2% | +29.3% | +66.9% | +83.5% |
| 5Y | +94.4% | +56.6% | +37.8% | +74.1% |
| 10Y | +556.7% | +314.4% | +242.3% | +356.3% |
| All | +642.9% | +1,491.4% | -848.5% | +200.7% |
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