+150.9%
CI vs QID
-99.1%
+250.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +4.1% | -1.5% |
| 7D | -1.3% | -1.1% | -0.2% | -1.3% |
| 30D | +6.4% | +14.4% | -8.0% | +9.8% |
| 3M | +10.7% | +6.7% | +4.0% | +12.6% |
| 6M | +5.5% | +2.6% | +2.9% | +6.7% |
| YTD | +11.4% | -24.2% | +35.6% | +5.6% |
| 1Y | +15.0% | -22.3% | +37.3% | +9.8% |
| 3Y | +9.0% | -72.0% | +81.0% | -17.5% |
| 5Y | +52.0% | -78.2% | +130.1% | +19.2% |
| 10Y | +150.9% | -99.1% | +250.0% | -21.5% |
| All | +150.9% | -99.1% | +250.0% | -21.5% |
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