+244.8%
ICE vs QLD
+1,470.2%
-1,225.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.8% | -5.8% | -0.6% |
| 7D | +1.0% | -1.4% | +2.4% | +1.1% |
| 30D | +11.4% | -19.6% | +31.0% | +16.5% |
| 3M | +16.2% | -14.1% | +30.3% | +19.3% |
| 6M | +12.5% | -13.6% | +26.1% | +13.9% |
| YTD | +8.6% | +12.5% | -4.0% | +1.9% |
| 1Y | +18.4% | +13.1% | +5.2% | +10.7% |
| 3Y | +66.4% | +154.7% | -88.3% | +18.3% |
| 5Y | +37.2% | +81.1% | -43.9% | +1.4% |
| 10Y | +244.8% | +1,418.0% | -1,173.2% | +34.7% |
| All | +244.8% | +1,470.2% | -1,225.4% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 10y: compounded portfolio wealth divided by compounded QLD 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…
10y analysis · Full analysis span regression · 6 months rolling