+9,127.5%
QLD vs IFF
+298.8%
+8,828.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.4% |
| 7D | +0.6% | -1.8% | +2.4% | +2.0% |
| 30D | -0.1% | -2.0% | +1.8% | +1.1% |
| 3M | -8.4% | +18.5% | -26.9% | -22.0% |
| 6M | +32.2% | +11.7% | +20.5% | +15.0% |
| YTD | +28.9% | +29.6% | -0.7% | -2.7% |
| 1Y | +43.8% | +35.0% | +8.9% | +3.4% |
| 3Y | +176.6% | +32.3% | +144.3% | +89.5% |
| 5Y | +121.6% | -34.6% | +156.1% | +176.2% |
| 10Y | +1,652.9% | -20.6% | +1,673.5% | +1,502.9% |
| All | +9,127.5% | +298.8% | +8,828.7% | +1,330.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling