+1,155.7%
QLD vs IR
+288.5%
+867.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -0.9% | -0.5% |
| 7D | +0.6% | -2.8% | +3.4% | +2.5% |
| 30D | -0.1% | -15.1% | +15.0% | +11.6% |
| 3M | -8.4% | +6.1% | -14.4% | -12.8% |
| 6M | +32.2% | -16.8% | +49.0% | +47.7% |
| YTD | +28.9% | -3.5% | +32.4% | +28.2% |
| 1Y | +43.8% | -3.5% | +47.3% | +42.0% |
| 3Y | +176.6% | +9.5% | +167.1% | +149.9% |
| 5Y | +121.6% | +45.1% | +76.5% | +69.8% |
| All | +1,155.7% | +288.5% | +867.2% | +535.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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