+247.6%
DIA vs QID
-99.2%
+346.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.7% | +0.4% |
| 7D | -1.6% | +1.3% | -2.8% | -1.1% |
| 30D | -2.0% | +2.9% | -5.0% | -1.0% |
| 3M | +3.6% | -0.7% | +4.3% | +4.2% |
| 6M | +11.5% | -29.7% | +41.2% | +1.4% |
| YTD | +10.4% | -27.9% | +38.2% | +1.6% |
| 1Y | +15.6% | -34.6% | +50.1% | +3.7% |
| 3Y | +58.9% | -73.5% | +132.4% | +13.8% |
| 5Y | +65.3% | -81.0% | +146.4% | +19.2% |
| All | +247.6% | -99.2% | +346.8% | +9.0% |
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