+109.3%
INTC vs QLD
+1,470.2%
-1,361.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +6.8% | -1.3% | +1.3% |
| 7D | -1.0% | -1.4% | +0.4% | -0.1% |
| 30D | -43.3% | -19.6% | -23.7% | -34.1% |
| 3M | -41.6% | -14.1% | -27.5% | -34.4% |
| 6M | -52.5% | -13.6% | -38.9% | -45.8% |
| YTD | +60.9% | +12.5% | +48.4% | +60.0% |
| 1Y | +55.7% | +13.1% | +42.6% | +54.6% |
| 3Y | +59.2% | +154.7% | -95.5% | +1.0% |
| 5Y | +25.0% | +81.1% | -56.1% | -12.5% |
| 10Y | +109.3% | +1,418.0% | -1,308.7% | -58.6% |
| All | +109.3% | +1,470.2% | -1,361.0% | -58.6% |
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