+80.9%
QLD vs IOT
+66.1%
+14.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | +7.0% | +0.9% | +6.1% | +6.7% |
| 30D | -14.3% | +1.4% | -15.7% | -14.7% |
| 3M | -16.0% | +0.5% | -16.5% | -16.9% |
| 6M | -14.2% | +50.3% | -64.5% | -28.0% |
| YTD | +12.8% | +16.7% | -3.9% | +0.6% |
| 1Y | +14.1% | +6.8% | +7.2% | +4.7% |
| 3Y | +146.0% | +75.5% | +70.5% | +73.5% |
| All | +80.9% | +66.1% | +14.8% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 10y: compounded portfolio wealth divided by compounded IOT 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…
10y analysis · Full analysis span regression · 6 months rolling