+41.7%
IGV vs QLD
+140.3%
-98.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.7% | -1.3% |
| 7D | -5.2% | -10.3% | +5.1% | -0.6% |
| 30D | -10.0% | -26.1% | +16.1% | +3.1% |
| 3M | -0.5% | -17.8% | +17.2% | +8.2% |
| 6M | +12.6% | -15.6% | +28.2% | +18.9% |
| YTD | -6.4% | +5.4% | -11.8% | -12.2% |
| 1Y | -9.5% | +5.2% | -14.8% | -15.2% |
| 3Y | +41.7% | +139.4% | -97.8% | -16.8% |
| All | +41.7% | +140.3% | -98.6% | -16.8% |
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 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