-14.3%
QLD vs IR
+7.2%
-21.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -2.8% | -10.0% | -11.5% |
| 7D | -18.6% | +2.3% | -20.9% | -19.1% |
| 30D | -28.3% | +3.3% | -31.6% | -28.9% |
| 3M | -20.4% | -9.0% | -11.4% | -16.8% |
| 6M | -14.3% | +8.0% | -22.3% | -17.4% |
| All | -14.3% | +7.2% | -21.5% | -17.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling