+5,818.1%
QLD vs INDA
+115.1%
+5,702.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.4% |
| 7D | +0.6% | +0.7% | -0.1% | -0.1% |
| 30D | -0.1% | -0.8% | +0.7% | +0.7% |
| 3M | -8.4% | +3.9% | -12.3% | -11.5% |
| 6M | +32.2% | -0.7% | +32.9% | +34.0% |
| YTD | +28.9% | -7.7% | +36.6% | +40.3% |
| 1Y | +43.8% | -5.1% | +48.9% | +52.2% |
| 3Y | +176.6% | +13.6% | +163.0% | +148.2% |
| 5Y | +121.6% | +7.8% | +113.8% | +118.1% |
| 10Y | +1,652.9% | +84.6% | +1,568.3% | +1,023.5% |
| All | +5,818.1% | +115.1% | +5,702.9% | +3,305.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling