+1,502.1%
QLD vs IAG
+389.3%
+1,112.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.5% | -2.6% |
| 7D | +7.0% | -7.7% | +14.7% | +8.2% |
| 30D | -14.3% | +1.6% | -15.9% | -14.6% |
| 3M | -16.0% | -2.4% | -13.6% | -16.0% |
| 6M | -14.2% | -7.8% | -6.4% | -13.8% |
| YTD | +12.8% | +5.0% | +7.7% | +10.4% |
| 1Y | +14.1% | +25.7% | -11.6% | +9.1% |
| 3Y | +146.0% | +694.5% | -548.5% | +83.6% |
| 5Y | +82.0% | +421.7% | -339.7% | +33.9% |
| All | +1,502.1% | +389.3% | +1,112.9% | +1,069.6% |
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