+380.1%
INTC vs QLD
+7,183.5%
-6,803.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -12.7% | +2.4% | -3.1% |
| 7D | -43.2% | -18.6% | -24.7% | -35.4% |
| 30D | -53.6% | -28.3% | -25.3% | -43.0% |
| 3M | -48.3% | -20.4% | -27.9% | -39.8% |
| 6M | -51.7% | -14.3% | -37.4% | -44.9% |
| YTD | +41.6% | +2.8% | +38.8% | +47.9% |
| 1Y | +36.1% | -1.2% | +37.4% | +45.5% |
| 3Y | +39.3% | +135.3% | -96.0% | -7.2% |
| 5Y | +10.6% | +62.6% | -51.9% | -17.8% |
| 10Y | +90.4% | +1,384.3% | -1,293.9% | -61.0% |
| All | +380.1% | +7,183.5% | -6,803.5% | -67.6% |
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 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