+8.4%
QLD vs ITW
+19.9%
-11.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.1% | +4.7% | +6.3% |
| 7D | -1.4% | -1.1% | -0.3% | -1.0% |
| 30D | -19.6% | +8.6% | -28.1% | -20.8% |
| 3M | -14.1% | -2.7% | -11.4% | -13.1% |
| 6M | -13.6% | +14.0% | -27.6% | -16.9% |
| YTD | +12.5% | +18.6% | -6.1% | +9.2% |
| All | +8.4% | +19.9% | -11.5% | +4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling