+146.0%
QLD vs ITW
+33.4%
+112.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.7% | -2.6% |
| 7D | +7.0% | +2.3% | +4.7% | +5.4% |
| 30D | -14.3% | +6.7% | -21.0% | -18.1% |
| 3M | -16.0% | -0.5% | -15.5% | -15.7% |
| 6M | -14.2% | +16.4% | -30.6% | -24.4% |
| YTD | +12.8% | +19.0% | -6.2% | -4.5% |
| 1Y | +14.1% | +20.2% | -6.1% | -4.8% |
| 3Y | +146.0% | +33.1% | +112.9% | +98.3% |
| All | +146.0% | +33.4% | +112.5% | +98.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling