+28.3%
QLD vs IRE
-84.4%
+112.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +14.0% | -13.7% | -1.1% |
| 7D | +0.6% | +54.8% | -54.2% | -4.0% |
| 30D | -0.1% | +18.4% | -18.5% | -3.1% |
| 3M | -8.4% | -66.7% | +58.4% | -3.6% |
| 6M | +32.2% | -52.3% | +84.5% | +29.6% |
| YTD | +28.9% | -52.3% | +81.2% | +22.4% |
| All | +28.3% | -84.4% | +112.7% | +27.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling