+65.9%
BLK vs QID
-73.7%
+139.6%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +1.0% |
| 7D | -3.3% | +1.3% | -4.6% | -2.9% |
| 30D | -6.5% | +2.9% | -9.5% | -5.5% |
| 3M | +6.7% | -0.7% | +7.5% | +7.4% |
| 6M | +14.7% | -29.7% | +44.4% | +2.8% |
| YTD | +2.5% | -27.9% | +30.4% | -6.7% |
| 1Y | -2.8% | -34.6% | +31.8% | -14.1% |
| 3Y | +65.9% | -73.5% | +139.4% | +12.8% |
| All | +65.9% | -73.7% | +139.6% | +12.8% |
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