+263.5%
ICE vs QLD
+1,508.4%
-1,244.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | +2.2% | +12.5% | -10.3% | -0.7% |
| 30D | +13.7% | -15.7% | +29.4% | +17.6% |
| 3M | +17.9% | -11.9% | +29.8% | +20.4% |
| 6M | +15.0% | -10.3% | +25.2% | +15.3% |
| YTD | +10.9% | +15.6% | -4.7% | +3.5% |
| 1Y | +17.0% | +12.1% | +4.9% | +9.8% |
| 3Y | +68.2% | +150.7% | -82.5% | +20.3% |
| 5Y | +40.4% | +86.6% | -46.2% | +3.0% |
| All | +263.5% | +1,508.4% | -1,244.9% | +42.8% |
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