+264.8%
ICE vs QLD
+1,536.4%
-1,271.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.6% | -2.2% | +1.3% |
| 7D | +3.2% | -1.2% | +4.4% | +3.2% |
| 30D | +14.7% | -15.7% | +30.4% | +18.6% |
| 3M | +19.8% | -10.0% | +29.8% | +21.7% |
| 6M | +15.2% | -11.2% | +26.5% | +15.9% |
| YTD | +12.7% | +16.4% | -3.7% | +4.9% |
| 1Y | +20.4% | +12.7% | +7.7% | +12.9% |
| 3Y | +70.8% | +152.3% | -81.5% | +21.9% |
| 5Y | +43.9% | +91.8% | -47.8% | +4.7% |
| 10Y | +264.8% | +1,520.2% | -1,255.5% | +40.7% |
| All | +264.8% | +1,536.4% | -1,271.6% | +40.7% |
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