+139.4%
QLD vs ITW
+29.5%
+109.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.1% | +3.6% |
| 7D | -10.3% | +0.9% | -11.1% | -10.7% |
| 30D | -26.1% | +7.6% | -33.6% | -29.8% |
| 3M | -17.8% | -4.0% | -13.7% | -15.3% |
| 6M | -15.6% | +9.2% | -24.8% | -21.9% |
| YTD | +5.4% | +16.2% | -10.9% | -9.4% |
| 1Y | +5.2% | +17.9% | -12.7% | -11.3% |
| 3Y | +139.4% | +30.6% | +108.9% | +85.4% |
| All | +139.4% | +29.5% | +109.9% | +85.4% |
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