+1,033.5%
QLD vs IR
+332.9%
+700.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.9% | +5.6% | +5.3% |
| 7D | -1.2% | +1.1% | -2.3% | -1.6% |
| 30D | -15.7% | +7.6% | -23.3% | -19.9% |
| 3M | -10.0% | +0.1% | -10.1% | -10.4% |
| 6M | -11.2% | +14.0% | -25.2% | -19.9% |
| YTD | +16.4% | +7.5% | +8.9% | +7.1% |
| 1Y | +12.7% | +10.1% | +2.5% | +1.6% |
| 3Y | +152.3% | +24.9% | +127.4% | +108.1% |
| 5Y | +91.8% | +46.9% | +44.9% | +43.6% |
| All | +1,033.5% | +332.9% | +700.6% | +431.2% |
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