+1,728.6%
QLD vs IFF
-21.7%
+1,750.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | +0.3% |
| 7D | +1.9% | -3.0% | +4.9% | +3.8% |
| 30D | -1.8% | -0.9% | -0.9% | -1.4% |
| 3M | -0.1% | +11.8% | -11.9% | -7.9% |
| 6M | +32.6% | +16.5% | +16.0% | +16.8% |
| YTD | +27.9% | +26.5% | +1.4% | +5.5% |
| 1Y | +40.3% | +32.7% | +7.6% | +11.1% |
| 3Y | +182.5% | +32.0% | +150.5% | +114.3% |
| 5Y | +122.5% | -36.1% | +158.6% | +179.0% |
| 10Y | +1,728.6% | -20.1% | +1,748.6% | +1,734.8% |
| All | +1,728.6% | -21.7% | +1,750.3% | +1,734.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 10y: compounded portfolio wealth divided by compounded IFF 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…
10y analysis · Full analysis span regression · 6 months rolling