+17.3%
IGV vs QLD
+89.9%
-72.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.6% | -2.7% | -0.5% |
| 7D | -1.3% | -1.2% | -0.1% | -1.2% |
| 30D | -8.1% | -15.7% | +7.6% | -0.5% |
| 3M | -1.6% | -10.0% | +8.4% | +2.9% |
| 6M | +12.7% | -11.2% | +24.0% | +16.7% |
| YTD | -3.3% | +16.4% | -19.6% | -13.8% |
| 1Y | -7.9% | +12.7% | -20.6% | -16.7% |
| 3Y | +40.3% | +152.3% | -111.9% | -21.5% |
| 5Y | +17.3% | +91.8% | -74.4% | -27.9% |
| All | +17.3% | +89.9% | -72.5% | -27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling