+63.6%
DIA vs QID
-80.7%
+144.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.6% |
| 7D | -1.2% | -1.9% | +0.7% | -1.7% |
| 30D | -2.7% | +1.7% | -4.4% | -2.2% |
| 3M | +3.3% | -3.9% | +7.2% | +3.0% |
| 6M | +10.4% | -30.0% | +40.4% | +2.0% |
| YTD | +10.0% | -28.2% | +38.2% | +2.6% |
| 1Y | +16.2% | -35.6% | +51.8% | +5.8% |
| 3Y | +58.7% | -74.3% | +133.0% | +20.4% |
| 5Y | +63.6% | -80.8% | +144.4% | +23.9% |
| All | +63.6% | -80.7% | +144.2% | +23.9% |
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