+1,342.6%
IGV vs QLD
+9,036.4%
-7,693.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.6% | -2.4% |
| 7D | -4.5% | +0.6% | -5.1% | -4.7% |
| 30D | +3.2% | -0.1% | +3.4% | +3.3% |
| 3M | +4.5% | -8.4% | +12.9% | +7.6% |
| 6M | +22.1% | +32.2% | -10.1% | +3.5% |
| YTD | -1.0% | +28.9% | -29.9% | -15.1% |
| 1Y | -2.1% | +43.8% | -45.9% | -20.9% |
| 3Y | +44.6% | +176.6% | -132.0% | -19.7% |
| 5Y | +22.2% | +121.6% | -99.4% | -28.5% |
| 10Y | +364.7% | +1,652.9% | -1,288.2% | -14.2% |
| All | +1,342.6% | +9,036.4% | -7,693.8% | -8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling