+1,520.2%
QLD vs IAG
+370.6%
+1,149.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.4% | +7.1% | +5.0% |
| 7D | -1.2% | +3.4% | -4.6% | -1.7% |
| 30D | -15.7% | -2.7% | -13.0% | -15.5% |
| 3M | -10.0% | -0.5% | -9.5% | -10.2% |
| 6M | -11.2% | -4.8% | -6.4% | -11.2% |
| YTD | +16.4% | +9.6% | +6.8% | +13.3% |
| 1Y | +12.7% | +32.2% | -19.5% | +7.1% |
| 3Y | +152.3% | +692.5% | -540.3% | +88.3% |
| 5Y | +91.8% | +447.6% | -355.8% | +40.3% |
| 10Y | +1,520.2% | +403.3% | +1,116.9% | +1,078.1% |
| All | +1,520.2% | +370.6% | +1,149.7% | +1,078.1% |
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