+2.3%
QLD vs IRE
-98.0%
+100.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -33.9% | +21.2% | -8.9% |
| 7D | -18.6% | -57.1% | +38.6% | -11.8% |
| 30D | -28.3% | -84.4% | +56.2% | -14.9% |
| 3M | -20.4% | -85.0% | +64.6% | -6.7% |
| 6M | -14.3% | -95.2% | +81.0% | +6.1% |
| YTD | +2.8% | -93.9% | +96.7% | +17.7% |
| 1Y | -1.2% | -98.8% | +97.6% | +24.9% |
| All | +2.3% | -98.0% | +100.3% | +22.3% |
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