+9,127.5%
QLD vs IP
+173.8%
+8,953.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -1.0% |
| 7D | +0.6% | -5.3% | +5.8% | +3.9% |
| 30D | -0.1% | -10.9% | +10.7% | +6.9% |
| 3M | -8.4% | +11.2% | -19.5% | -16.1% |
| 6M | +32.2% | -10.2% | +42.4% | +35.8% |
| YTD | +28.9% | -2.0% | +30.9% | +23.4% |
| 1Y | +43.8% | -19.1% | +62.9% | +53.0% |
| 3Y | +176.6% | +20.9% | +155.7% | +110.8% |
| 5Y | +121.6% | -17.8% | +139.4% | +118.4% |
| 10Y | +1,652.9% | +23.5% | +1,629.4% | +1,147.1% |
| All | +9,127.5% | +173.8% | +8,953.7% | +4,066.7% |
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