+1,728.6%
QLD vs ITW
+183.0%
+1,545.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | +1.2% |
| 7D | +1.9% | -1.9% | +3.8% | +3.9% |
| 30D | -1.8% | -10.4% | +8.6% | +9.9% |
| 3M | -0.1% | +3.5% | -3.6% | -4.7% |
| 6M | +32.6% | -3.4% | +35.9% | +35.2% |
| YTD | +27.9% | +8.5% | +19.4% | +13.7% |
| 1Y | +40.3% | +3.2% | +37.0% | +30.2% |
| 3Y | +182.5% | +18.9% | +163.6% | +123.6% |
| 5Y | +122.5% | +35.0% | +87.5% | +57.9% |
| 10Y | +1,728.6% | +188.6% | +1,539.9% | +569.9% |
| All | +1,728.6% | +183.0% | +1,545.6% | +569.9% |
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