-46.9%
INTU vs QLD
+13.0%
-59.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.6% | -4.0% | +1.0% |
| 7D | -3.9% | -1.2% | -2.7% | -3.9% |
| 30D | +12.0% | -15.7% | +27.7% | +11.2% |
| 3M | +2.3% | -10.0% | +12.4% | +1.8% |
| 6M | -12.1% | -11.2% | -0.9% | -12.2% |
| YTD | -47.5% | +16.4% | -63.9% | -50.1% |
| 1Y | -46.9% | +12.7% | -59.6% | -49.3% |
| All | -46.9% | +13.0% | -59.9% | -49.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling