+888.6%
CI vs QID
-100.0%
+988.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.2% | +3.0% |
| 7D | +2.6% | +1.8% | +0.8% | +3.5% |
| 30D | +7.3% | +21.6% | -14.3% | +15.0% |
| 3M | +9.5% | +12.6% | -3.1% | +14.4% |
| 6M | +6.4% | +6.9% | -0.5% | +9.6% |
| YTD | +12.0% | -20.5% | +32.5% | +4.7% |
| 1Y | +20.1% | -18.1% | +38.2% | +13.6% |
| 3Y | +9.6% | -70.7% | +80.3% | -26.0% |
| 5Y | +52.7% | -77.2% | +130.0% | +4.6% |
| 10Y | +150.3% | -99.0% | +249.3% | -45.9% |
| All | +888.6% | -100.0% | +988.6% | -46.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling