+9,127.5%
QLD vs IAG
+161.2%
+8,966.2%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +33.1% |
| YTD | +28.9% | +24.2% | +4.7% | +23.5% |
| 1Y | +43.8% | +116.5% | -72.7% | +27.6% |
| 3Y | +176.6% | +742.8% | -566.2% | +99.8% |
| 5Y | +121.6% | +753.3% | -631.8% | +52.8% |
| 10Y | +1,652.9% | +403.2% | +1,249.7% | +1,081.7% |
| All | +9,127.5% | +161.2% | +8,966.2% | +4,521.3% |
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