+41.5%
CI vs QID
-80.8%
+122.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.8% |
| 7D | -2.0% | -2.7% | +0.7% | -2.2% |
| 30D | -1.8% | +1.8% | -3.6% | -1.7% |
| 3M | -4.2% | -2.2% | -2.1% | -4.2% |
| 6M | +2.7% | -32.1% | +34.8% | -0.7% |
| YTD | +1.9% | -28.6% | +30.5% | -0.9% |
| 1Y | -6.3% | -36.3% | +30.1% | -9.6% |
| 3Y | +3.9% | -74.4% | +78.3% | -9.1% |
| All | +41.5% | -80.8% | +122.3% | +24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling