+780.2%
INTC vs QLD
+9,036.4%
-8,256.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.0% |
| 3M | -14.3% | -8.4% | -5.9% | -8.3% |
| 6M | +110.2% | +32.2% | +78.0% | +86.5% |
| YTD | +159.6% | +28.9% | +130.7% | +133.7% |
| 1Y | +289.3% | +43.8% | +245.4% | +231.5% |
| 3Y | +166.1% | +176.6% | -10.5% | +57.5% |
| 5Y | +94.4% | +121.6% | -27.2% | +18.9% |
| 10Y | +227.7% | +1,652.9% | -1,425.2% | -40.4% |
| All | +780.2% | +9,036.4% | -8,256.2% | -48.8% |
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 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