+1,628.2%
QLD vs IAG
+371.9%
+1,256.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.6% |
| 7D | +0.6% | -0.5% | +1.1% | +0.6% |
| 30D | -0.1% | +28.9% | -29.0% | -3.8% |
| 3M | -8.4% | +19.1% | -27.5% | -10.8% |
| 6M | +32.2% | -10.3% | +42.5% | +32.8% |
| YTD | +28.9% | +24.2% | +4.7% | +23.6% |
| 1Y | +43.8% | +116.5% | -72.7% | +28.1% |
| 3Y | +176.6% | +742.8% | -566.2% | +104.0% |
| 5Y | +121.6% | +753.3% | -631.8% | +55.1% |
| All | +1,628.2% | +371.9% | +1,256.4% | +1,135.5% |
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