+8,329.0%
QLD vs IP
+162.1%
+8,166.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +0.9% |
| 7D | -9.4% | +3.4% | -12.8% | -11.6% |
| 30D | -17.1% | +11.2% | -28.3% | -22.9% |
| 3M | -10.4% | -14.8% | +4.4% | -2.3% |
| 6M | +0.7% | +17.3% | -16.5% | -11.9% |
| YTD | +17.7% | -6.2% | +23.9% | +14.8% |
| 1Y | +14.7% | +2.3% | +12.3% | +5.0% |
| 3Y | +169.6% | +17.7% | +152.0% | +107.2% |
| 5Y | +86.7% | -8.4% | +95.1% | +70.3% |
| 10Y | +1,600.8% | +32.1% | +1,568.7% | +1,047.4% |
| All | +8,329.0% | +162.1% | +8,166.9% | +3,776.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling