+325.3%
ASX vs QID
-70.5%
+395.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.5% | +9.0% | +4.4% |
| 7D | -19.9% | +9.4% | -29.3% | -11.7% |
| 30D | -30.9% | +31.2% | -62.1% | -10.7% |
| 3M | -15.1% | +17.4% | -32.5% | +2.2% |
| 6M | -6.5% | +8.4% | -14.9% | +13.8% |
| YTD | +98.4% | -15.8% | +114.2% | +110.7% |
| 1Y | +107.9% | -16.3% | +124.2% | +121.6% |
| 3Y | +325.3% | -70.4% | +395.7% | +173.1% |
| All | +325.3% | -70.5% | +395.8% | +173.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling