+139.4%
QLD vs INDA
+15.9%
+123.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +0.5% |
| 7D | -10.3% | +6.6% | -16.9% | -17.0% |
| 30D | -26.1% | +10.4% | -36.4% | -34.7% |
| 3M | -17.8% | +1.5% | -19.3% | -19.3% |
| 6M | -15.6% | +1.7% | -17.3% | -17.2% |
| YTD | +5.4% | -5.8% | +11.2% | +13.4% |
| 1Y | +5.2% | -5.1% | +10.3% | +12.1% |
| 3Y | +139.4% | +16.0% | +123.5% | +98.3% |
| All | +139.4% | +15.9% | +123.5% | +98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 3y: compounded portfolio wealth divided by compounded INDA 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…
3y analysis · Full analysis span regression · 6 months rolling