+176.1%
QLD vs IT
-46.5%
+222.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.6% | +5.0% | +1.5% |
| 7D | +0.6% | -6.0% | +6.6% | +2.0% |
| 30D | -0.1% | 0.0% | -0.1% | -0.4% |
| 3M | -8.4% | +13.1% | -21.4% | -11.9% |
| 6M | +32.2% | +11.7% | +20.5% | +26.1% |
| YTD | +28.9% | -26.1% | +55.0% | +46.2% |
| 1Y | +43.8% | -21.3% | +65.1% | +55.9% |
| All | +176.1% | -46.5% | +222.6% | +330.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling