-42.6%
INTU vs QLD
+77.5%
-120.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.8% | -7.8% | -4.0% |
| 7D | -3.9% | -1.4% | -2.5% | -4.0% |
| 30D | +11.7% | -19.6% | +31.3% | +21.5% |
| 3M | +4.5% | -14.1% | +18.6% | +9.6% |
| 6M | -13.9% | -13.6% | -0.3% | -12.7% |
| YTD | -48.2% | +12.5% | -60.8% | -55.0% |
| 1Y | -47.1% | +13.1% | -60.3% | -54.4% |
| 3Y | -32.5% | +154.7% | -187.2% | -66.9% |
| 5Y | -42.6% | +81.1% | -123.6% | -67.0% |
| All | -42.6% | +77.5% | -120.1% | -67.0% |
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