+1,450.1%
QLD vs IAG
+336.8%
+1,113.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.7% | +5.5% | -0.2% |
| 7D | -3.8% | +16.8% | -20.6% | -6.0% |
| 30D | -20.5% | -1.5% | -19.1% | -20.5% |
| 3M | -14.6% | +0.5% | -15.1% | -14.9% |
| 6M | -14.7% | -1.0% | -13.7% | -15.1% |
| YTD | +11.2% | +12.3% | -1.1% | +7.9% |
| 1Y | +7.1% | +39.2% | -32.2% | +1.1% |
| 3Y | +141.1% | +712.3% | -571.2% | +79.4% |
| 5Y | +84.3% | +484.2% | -399.9% | +34.0% |
| 10Y | +1,450.1% | +382.3% | +1,067.8% | +1,028.3% |
| All | +1,450.1% | +336.8% | +1,113.3% | +1,028.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling