+139.4%
QLD vs IT
-51.0%
+190.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.0% | +6.6% | +3.3% |
| 7D | -10.3% | -16.9% | +6.6% | -7.2% |
| 30D | -26.1% | +2.3% | -28.4% | -27.2% |
| 3M | -17.8% | +2.9% | -20.6% | -19.6% |
| 6M | -15.6% | +25.9% | -41.4% | -23.4% |
| YTD | +5.4% | -24.6% | +30.0% | +18.4% |
| 1Y | +5.2% | -16.0% | +21.3% | +11.1% |
| 3Y | +139.4% | -51.6% | +191.0% | +263.6% |
| All | +139.4% | -51.0% | +190.4% | +263.6% |
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