+82.1%
QLD vs INDA
+8.7%
+73.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.2% |
| 7D | +7.0% | +1.1% | +5.9% | +5.3% |
| 30D | -14.3% | +9.4% | -23.7% | -25.8% |
| 3M | -16.0% | +2.9% | -18.9% | -20.0% |
| 6M | -14.2% | +7.2% | -21.5% | -23.1% |
| YTD | +12.8% | -4.8% | +17.6% | +21.9% |
| 1Y | +14.1% | -5.1% | +19.1% | +23.7% |
| 3Y | +146.0% | +16.7% | +129.3% | +77.8% |
| All | +82.1% | +8.7% | +73.4% | +48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling