+1,450.1%
QLD vs IFF
-14.6%
+1,464.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.3% |
| 7D | -3.8% | -9.8% | +6.0% | +2.1% |
| 30D | -20.5% | -1.6% | -18.9% | -20.4% |
| 3M | -14.6% | -1.8% | -12.8% | -14.7% |
| 6M | -14.7% | +3.6% | -18.3% | -18.6% |
| YTD | +11.2% | +25.4% | -14.2% | -8.7% |
| 1Y | +7.1% | +35.4% | -28.3% | -17.0% |
| 3Y | +141.1% | +23.9% | +117.2% | +90.4% |
| 5Y | +84.3% | -37.1% | +121.4% | +133.1% |
| 10Y | +1,450.1% | -10.3% | +1,460.3% | +1,371.1% |
| All | +1,450.1% | -14.6% | +1,464.6% | +1,371.1% |
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