+1,542.6%
QLD vs ITW
+191.9%
+1,350.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | 0.0% | +0.1% |
| 7D | +12.5% | +0.5% | +12.0% | +12.0% |
| 30D | -15.7% | +7.7% | -23.4% | -22.1% |
| 3M | -11.9% | -1.3% | -10.6% | -11.3% |
| 6M | -10.3% | +15.5% | -25.8% | -24.2% |
| YTD | +15.6% | +18.6% | -3.0% | -6.9% |
| 1Y | +12.1% | +19.8% | -7.7% | -11.2% |
| 3Y | +150.7% | +32.5% | +118.1% | +75.6% |
| 5Y | +86.6% | +35.3% | +51.3% | +30.8% |
| All | +1,542.6% | +191.9% | +1,350.7% | +459.3% |
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