+176.1%
QLD vs IR
+9.5%
+166.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +11.7% |
| 3M | -8.4% | +6.1% | -14.4% | -13.0% |
| 6M | +32.2% | -16.8% | +49.0% | +48.4% |
| YTD | +28.9% | -3.5% | +32.4% | +26.6% |
| 1Y | +43.8% | -3.5% | +47.3% | +40.1% |
| All | +176.1% | +9.5% | +166.6% | +129.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling