+330.0%
ACWI vs QID
-100.0%
+429.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | -1.1% |
| 7D | -2.4% | +9.4% | -11.8% | +1.6% |
| 30D | -5.2% | +31.2% | -36.4% | +6.5% |
| 3M | -4.8% | +17.4% | -22.3% | +2.6% |
| 6M | -1.3% | +8.4% | -9.7% | +4.6% |
| YTD | +8.4% | -15.8% | +24.2% | +5.1% |
| 1Y | +11.0% | -16.3% | +27.4% | +7.8% |
| 3Y | +70.6% | -70.4% | +141.0% | +18.5% |
| 5Y | +55.3% | -74.8% | +130.1% | +17.2% |
| 10Y | +223.2% | -99.0% | +322.2% | -24.6% |
| All | +330.0% | -100.0% | +429.9% | -70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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