+7,956.4%
QLD vs ITW
+888.8%
+7,067.6%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.1% | +4.7% | +4.5% |
| 7D | -1.4% | -1.1% | -0.3% | +0.2% |
| 30D | -19.6% | +8.6% | -28.1% | -27.0% |
| 3M | -14.1% | -2.7% | -11.4% | -12.2% |
| 6M | -13.6% | +14.0% | -27.6% | -27.2% |
| YTD | +12.5% | +18.6% | -6.1% | -11.1% |
| 1Y | +13.1% | +19.8% | -6.6% | -12.2% |
| 3Y | +154.7% | +34.8% | +119.9% | +70.2% |
| 5Y | +81.1% | +37.5% | +43.6% | +22.5% |
| 10Y | +1,418.0% | +199.9% | +1,218.1% | +297.7% |
| All | +7,956.4% | +888.8% | +7,067.6% | +468.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling