+93.9%
INTC vs QLD
+121.5%
-27.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.3% | +4.2% | +4.3% |
| 7D | +7.1% | +0.6% | +6.5% | +6.7% |
| 30D | -5.2% | -0.1% | -5.1% | -4.9% |
| 3M | -14.3% | -8.4% | -5.9% | -7.9% |
| 6M | +110.2% | +32.2% | +78.0% | +84.7% |
| YTD | +159.6% | +28.9% | +130.7% | +131.5% |
| 1Y | +289.3% | +43.8% | +245.4% | +228.1% |
| 3Y | +166.1% | +176.6% | -10.5% | +57.7% |
| All | +93.9% | +121.5% | -27.7% | +13.1% |
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