+1,418.0%
QLD vs IAG
+326.7%
+1,091.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.8% | +1.0% | +6.0% |
| 7D | -1.4% | +24.0% | -25.4% | -4.5% |
| 30D | -19.6% | +5.5% | -25.1% | -20.3% |
| 3M | -14.1% | +8.3% | -22.4% | -15.3% |
| 6M | -13.6% | +6.1% | -19.7% | -14.9% |
| YTD | +12.5% | +20.3% | -7.8% | +8.2% |
| 1Y | +13.1% | +56.5% | -43.3% | +5.1% |
| 3Y | +154.7% | +762.6% | -607.9% | +87.5% |
| 5Y | +81.1% | +546.3% | -465.2% | +29.8% |
| 10Y | +1,418.0% | +356.1% | +1,061.9% | +1,003.5% |
| All | +1,418.0% | +326.7% | +1,091.3% | +1,003.5% |
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