+133.5%
QLD vs IR
+25.6%
+107.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -2.8% | -10.0% | -10.9% |
| 7D | -18.6% | +2.3% | -20.9% | -19.7% |
| 30D | -28.3% | +3.3% | -31.6% | -29.9% |
| 3M | -20.4% | -9.0% | -11.4% | -15.3% |
| 6M | -14.3% | +8.0% | -22.3% | -19.9% |
| YTD | +2.8% | +3.4% | -0.6% | -4.1% |
| 1Y | -1.2% | +4.5% | -5.7% | -8.9% |
| All | +133.5% | +25.6% | +107.9% | +84.4% |
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