+1,520.2%
QLD vs IT
+93.0%
+1,427.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.2% | +2.5% | +3.4% |
| 7D | -1.2% | -6.8% | +5.7% | +3.0% |
| 30D | -15.7% | -0.6% | -15.1% | -17.2% |
| 3M | -10.0% | +3.1% | -13.1% | -15.3% |
| 6M | -11.2% | +25.5% | -36.7% | -31.1% |
| YTD | +16.4% | -23.5% | +39.9% | +22.3% |
| 1Y | +12.7% | -16.6% | +29.3% | +10.3% |
| 3Y | +152.3% | -53.1% | +205.4% | +269.6% |
| 5Y | +91.8% | -41.4% | +133.2% | +136.5% |
| 10Y | +1,520.2% | +90.9% | +1,429.3% | +720.5% |
| All | +1,520.2% | +93.0% | +1,427.2% | +720.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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