+66.4%
ICE vs QLD
+149.9%
-83.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.8% | -5.8% | +0.5% |
| 7D | +1.0% | -1.4% | +2.4% | +1.0% |
| 30D | +11.4% | -19.6% | +31.0% | +13.2% |
| 3M | +16.2% | -14.1% | +30.3% | +17.2% |
| 6M | +12.5% | -13.6% | +26.1% | +12.8% |
| YTD | +8.6% | +12.5% | -4.0% | +4.6% |
| 1Y | +18.4% | +13.1% | +5.2% | +13.8% |
| 3Y | +66.4% | +154.7% | -88.3% | +30.7% |
| All | +66.4% | +149.9% | -83.5% | +30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling