+69.1%
QLD vs IOT
+64.6%
+4.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.6% |
| 7D | -10.3% | -2.6% | -7.7% | -9.4% |
| 30D | -26.1% | +1.2% | -27.2% | -26.4% |
| 3M | -17.8% | +7.2% | -25.0% | -20.5% |
| 6M | -15.6% | +41.7% | -57.3% | -27.8% |
| YTD | +5.4% | +15.6% | -10.2% | -5.7% |
| 1Y | +5.2% | +7.6% | -2.3% | -3.7% |
| 3Y | +139.4% | +69.8% | +69.7% | +70.9% |
| All | +69.1% | +64.6% | +4.5% | +2.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling