+82.1%
QLD vs IT
-42.2%
+124.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.1% | -2.8% |
| 7D | +7.0% | +1.1% | +5.9% | +6.5% |
| 30D | -14.3% | -1.8% | -12.5% | -15.1% |
| 3M | -16.0% | +4.8% | -20.8% | -20.7% |
| 6M | -14.2% | +33.0% | -47.2% | -32.9% |
| YTD | +12.8% | -23.8% | +36.6% | +24.9% |
| 1Y | +14.1% | -16.5% | +30.6% | +16.7% |
| 3Y | +146.0% | -53.6% | +199.6% | +301.0% |
| All | +82.1% | -42.2% | +124.3% | +121.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling