+1,418.0%
QLD vs ITW
+212.0%
+1,206.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.1% | +4.7% | +4.7% |
| 7D | -1.4% | -1.1% | -0.3% | +0.1% |
| 30D | -19.6% | +8.6% | -28.1% | -26.3% |
| 3M | -14.1% | -2.7% | -11.4% | -12.2% |
| 6M | -13.6% | +14.0% | -27.6% | -26.0% |
| YTD | +12.5% | +18.6% | -6.1% | -9.3% |
| 1Y | +13.1% | +19.8% | -6.6% | -10.3% |
| 3Y | +154.7% | +34.8% | +119.9% | +75.2% |
| 5Y | +81.1% | +37.5% | +43.6% | +25.0% |
| 10Y | +1,418.0% | +199.9% | +1,218.1% | +431.9% |
| All | +1,418.0% | +212.0% | +1,206.0% | +431.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 10y: compounded portfolio wealth divided by compounded ITW 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…
10y analysis · Full analysis span regression · 6 months rolling