+91.8%
QLD vs IAG
+461.2%
-369.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.4% | +7.1% | +5.1% |
| 7D | -1.2% | +3.4% | -4.6% | -1.9% |
| 30D | -15.7% | -2.7% | -13.0% | -15.4% |
| 3M | -10.0% | -0.5% | -9.5% | -10.3% |
| 6M | -11.2% | -4.8% | -6.4% | -11.3% |
| YTD | +16.4% | +9.6% | +6.8% | +12.1% |
| 1Y | +12.7% | +32.2% | -19.5% | +5.1% |
| 3Y | +152.3% | +692.5% | -540.3% | +69.1% |
| 5Y | +91.8% | +447.6% | -355.8% | +24.1% |
| All | +91.8% | +461.2% | -369.4% | +24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling