+358.9%
CBOE vs QID
-99.2%
+458.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.5% | -2.5% |
| 7D | -5.8% | +1.3% | -7.1% | -5.7% |
| 30D | -3.1% | +2.9% | -6.1% | -2.8% |
| 3M | -4.8% | -0.7% | -4.0% | -4.7% |
| 6M | -0.6% | -29.7% | +29.1% | -4.7% |
| YTD | +12.8% | -27.9% | +40.7% | +8.6% |
| 1Y | +19.8% | -34.6% | +54.3% | +13.9% |
| 3Y | +86.9% | -73.5% | +160.5% | +55.5% |
| 5Y | +136.5% | -81.0% | +217.5% | +97.2% |
| All | +358.9% | -99.2% | +458.0% | +136.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling