+4.9%
QLD vs IRE
-97.2%
+102.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +39.6% | -37.0% | -1.8% |
| 7D | -10.3% | -27.2% | +16.9% | -8.8% |
| 30D | -26.1% | -75.1% | +49.1% | -17.0% |
| 3M | -17.8% | -77.9% | +60.1% | -8.2% |
| 6M | -15.6% | -94.6% | +79.0% | +1.9% |
| YTD | +5.4% | -91.5% | +96.9% | +15.6% |
| 1Y | +5.2% | -97.8% | +103.1% | +24.8% |
| All | +4.9% | -97.2% | +102.1% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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