+1,146.8%
CIEN vs QID
-99.0%
+1,245.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.6% | -7.2% | -3.2% |
| 7D | +15.3% | -7.1% | +22.4% | +11.6% |
| 30D | -22.0% | +12.6% | -34.6% | -14.0% |
| 3M | -36.6% | +14.2% | -50.9% | -28.7% |
| 6M | -51.5% | +6.2% | -57.6% | -45.3% |
| YTD | +20.0% | -21.8% | +41.7% | +19.5% |
| 1Y | +44.5% | -23.1% | +67.6% | +44.2% |
| 3Y | +539.0% | -71.3% | +610.4% | +378.5% |
| 5Y | +356.8% | -77.0% | +433.8% | +267.6% |
| All | +1,146.8% | -99.0% | +1,245.9% | +204.7% |
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