+998.4%
QLD vs IR
+332.9%
+665.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.3% |
| 7D | +7.0% | +2.5% | +4.5% | +5.3% |
| 30D | -14.3% | +9.2% | -23.5% | -19.4% |
| 3M | -16.0% | +0.9% | -16.9% | -16.9% |
| 6M | -14.2% | +19.2% | -33.5% | -24.9% |
| YTD | +12.8% | +7.5% | +5.3% | +3.8% |
| 1Y | +14.1% | +11.7% | +2.3% | +1.8% |
| 3Y | +146.0% | +23.9% | +122.0% | +103.9% |
| 5Y | +82.0% | +46.4% | +35.7% | +36.6% |
| All | +998.4% | +332.9% | +665.5% | +414.8% |
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