+7,256.1%
QLD vs IAG
+123.2%
+7,132.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +0.2% | -12.9% | -12.8% |
| 7D | -18.6% | +4.5% | -23.1% | -19.1% |
| 30D | -28.3% | -5.7% | -22.6% | -27.8% |
| 3M | -20.4% | +10.1% | -30.5% | -21.7% |
| 6M | -14.3% | +7.3% | -21.6% | -15.5% |
| YTD | +2.8% | +6.1% | -3.4% | +0.5% |
| 1Y | -1.2% | +46.8% | -48.0% | -7.5% |
| 3Y | +135.3% | +573.1% | -437.8% | +75.5% |
| 5Y | +62.6% | +477.6% | -415.0% | +18.0% |
| 10Y | +1,384.3% | +315.7% | +1,068.6% | +931.4% |
| All | +7,256.1% | +123.2% | +7,132.9% | +3,659.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling