+141.1%
QLD vs IT
-53.1%
+194.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.0% |
| 7D | -3.8% | -7.5% | +3.7% | -2.2% |
| 30D | -20.5% | -1.2% | -19.4% | -21.1% |
| 3M | -14.6% | -2.2% | -12.4% | -15.5% |
| 6M | -14.7% | +19.1% | -33.7% | -20.8% |
| YTD | +11.2% | -25.1% | +36.3% | +25.0% |
| 1Y | +7.1% | -17.4% | +24.5% | +13.9% |
| 3Y | +141.1% | -54.1% | +195.2% | +299.3% |
| All | +141.1% | -53.1% | +194.2% | +299.3% |
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