+1,631.1%
QLD vs IP
+23.2%
+1,607.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.9% |
| 7D | +0.6% | -5.3% | +5.8% | +3.6% |
| 30D | -0.1% | -10.9% | +10.7% | +6.2% |
| 3M | -8.4% | +11.2% | -19.5% | -15.5% |
| 6M | +32.2% | -10.2% | +42.4% | +36.1% |
| YTD | +28.9% | -2.0% | +30.9% | +24.0% |
| 1Y | +43.8% | -19.1% | +62.9% | +53.5% |
| 3Y | +176.6% | +20.9% | +155.7% | +109.4% |
| 5Y | +121.6% | -17.8% | +139.4% | +119.7% |
| All | +1,631.1% | +23.2% | +1,607.9% | +1,101.6% |
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