+154.7%
QLD vs ITOT
+77.8%
+76.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.5% | +4.3% | +0.6% |
| 7D | -1.4% | +0.2% | -1.6% | -1.2% |
| 30D | -19.6% | -3.0% | -16.5% | -11.9% |
| 3M | -14.1% | -2.7% | -11.4% | -6.4% |
| 6M | -13.6% | +2.6% | -16.2% | -15.9% |
| YTD | +12.5% | +11.5% | +1.1% | -9.2% |
| 1Y | +13.1% | +13.5% | -0.4% | -12.2% |
| 3Y | +154.7% | +79.7% | +75.0% | -27.8% |
| All | +154.7% | +77.8% | +76.9% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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