+1,600.8%
QLD vs IP
+32.8%
+1,567.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.0% |
| 7D | -9.4% | +3.4% | -12.8% | -11.4% |
| 30D | -17.1% | +11.2% | -28.3% | -22.3% |
| 3M | -10.4% | -14.8% | +4.4% | -3.0% |
| 6M | +0.7% | +17.3% | -16.5% | -11.0% |
| YTD | +17.7% | -6.2% | +23.9% | +15.3% |
| 1Y | +14.7% | +2.3% | +12.3% | +5.7% |
| 3Y | +169.6% | +17.7% | +152.0% | +105.4% |
| 5Y | +86.7% | -8.4% | +95.1% | +70.5% |
| 10Y | +1,600.8% | +32.1% | +1,568.7% | +1,209.9% |
| All | +1,600.8% | +32.8% | +1,567.9% | +1,209.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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