-47.5%
INTU vs QLD
+9.9%
-57.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.8% | -7.8% | -0.5% |
| 7D | -3.9% | -1.4% | -2.5% | -3.9% |
| 30D | +11.7% | -19.6% | +31.3% | +10.7% |
| 3M | +4.5% | -14.1% | +18.6% | +3.7% |
| 6M | -13.9% | -13.6% | -0.3% | -14.3% |
| YTD | -48.2% | +12.5% | -60.8% | -50.8% |
| All | -47.5% | +9.9% | -57.4% | -49.9% |
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