+8.4%
CI vs QID
-71.8%
+80.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.8% | +7.5% | +0.8% |
| 7D | +0.1% | -0.8% | +0.9% | +0.1% |
| 30D | +4.7% | +20.1% | -15.4% | +4.2% |
| 3M | +5.2% | +11.8% | -6.6% | +4.9% |
| 6M | +3.8% | +5.5% | -1.7% | +3.5% |
| YTD | +9.2% | -21.5% | +30.8% | +8.2% |
| 1Y | +14.3% | -22.6% | +36.9% | +13.2% |
| 3Y | +8.4% | -72.3% | +80.7% | -3.4% |
| All | +8.4% | -71.8% | +80.2% | -3.4% |
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