+4,738.0%
QLD vs INDA
+119.4%
+4,618.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +0.8% |
| 7D | -10.3% | +6.6% | -16.9% | -15.9% |
| 30D | -26.1% | +10.4% | -36.4% | -33.2% |
| 3M | -17.8% | +1.5% | -19.3% | -19.2% |
| 6M | -15.6% | +1.7% | -17.3% | -17.0% |
| YTD | +5.4% | -5.8% | +11.2% | +12.2% |
| 1Y | +5.2% | -5.1% | +10.3% | +11.1% |
| 3Y | +139.4% | +16.0% | +123.5% | +109.5% |
| 5Y | +66.7% | +9.3% | +57.4% | +61.2% |
| 10Y | +1,422.1% | +102.1% | +1,319.9% | +807.6% |
| All | +4,738.0% | +119.4% | +4,618.6% | +2,623.1% |
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