+133.5%
QLD vs IAG
+573.1%
-439.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +0.2% | -12.9% | -12.8% |
| 7D | -18.6% | +4.5% | -23.1% | -19.4% |
| 30D | -28.3% | -5.7% | -22.6% | -27.5% |
| 3M | -20.4% | +10.1% | -30.5% | -22.4% |
| 6M | -14.3% | +7.3% | -21.6% | -16.2% |
| YTD | +2.8% | +6.1% | -3.4% | -0.6% |
| 1Y | -1.2% | +46.8% | -48.0% | -9.8% |
| All | +133.5% | +573.1% | -439.6% | +61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling