+5.2%
QLD vs IAG
+55.8%
-50.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.2% | -4.7% | +0.5% |
| 7D | -10.3% | +21.4% | -31.7% | -15.2% |
| 30D | -26.1% | +4.0% | -30.1% | -27.1% |
| 3M | -17.8% | +17.0% | -34.8% | -22.0% |
| 6M | -15.6% | +1.4% | -17.0% | -17.9% |
| YTD | +5.4% | +13.8% | -8.4% | -1.5% |
| 1Y | +5.2% | +55.8% | -50.6% | -15.7% |
| All | +5.2% | +55.8% | -50.6% | -15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling