+7,256.1%
QLD vs IT
+1,307.7%
+5,948.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -4.4% | -8.3% | -9.8% |
| 7D | -18.6% | -12.0% | -6.6% | -12.3% |
| 30D | -28.3% | +7.1% | -35.4% | -33.3% |
| 3M | -20.4% | +6.3% | -26.6% | -27.5% |
| 6M | -14.3% | +32.5% | -46.8% | -38.9% |
| YTD | +2.8% | -21.5% | +24.2% | +2.4% |
| 1Y | -1.2% | -16.5% | +15.2% | -6.8% |
| 3Y | +135.3% | -48.8% | +184.1% | +207.2% |
| 5Y | +62.6% | -40.2% | +102.8% | +92.7% |
| 10Y | +1,384.3% | +112.1% | +1,272.2% | +515.7% |
| All | +7,256.1% | +1,307.7% | +5,948.4% | +523.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling