+1,628.2%
QLD vs IT
+103.9%
+1,524.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.6% | +5.0% | +3.0% |
| 7D | +0.6% | -6.0% | +6.6% | +4.1% |
| 30D | -0.1% | 0.0% | -0.1% | -1.0% |
| 3M | -8.4% | +13.1% | -21.4% | -19.8% |
| 6M | +32.2% | +11.7% | +20.5% | +12.8% |
| YTD | +28.9% | -26.1% | +55.0% | +43.2% |
| 1Y | +43.8% | -21.3% | +65.1% | +49.0% |
| 3Y | +176.6% | -46.7% | +223.3% | +269.2% |
| 5Y | +121.6% | -40.5% | +162.1% | +177.6% |
| All | +1,628.2% | +103.9% | +1,524.4% | +908.5% |
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