+341.2%
ACWI vs QID
-100.0%
+441.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.8% | +9.5% | -0.1% |
| 7D | +0.3% | -0.8% | +1.1% | +0.5% |
| 30D | -2.8% | +20.1% | -22.9% | +5.5% |
| 3M | -3.2% | +11.8% | -15.0% | +2.5% |
| 6M | +1.3% | +5.5% | -4.3% | +6.3% |
| YTD | +11.2% | -21.5% | +32.8% | +5.0% |
| 1Y | +13.8% | -22.6% | +36.4% | +7.2% |
| 3Y | +76.2% | -72.3% | +148.5% | +19.3% |
| 5Y | +59.5% | -76.9% | +136.4% | +16.3% |
| 10Y | +222.2% | -99.0% | +321.2% | -24.4% |
| All | +341.2% | -100.0% | +441.2% | -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