+199.9%
EIX vs QID
-100.0%
+299.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | -19.1% | -0.6% | -18.5% | -19.2% |
| 30D | -16.9% | 0.0% | -16.9% | -16.9% |
| 3M | -20.0% | +3.7% | -23.7% | -19.0% |
| 6M | -21.3% | -29.9% | +8.5% | -27.3% |
| YTD | -1.7% | -28.8% | +27.1% | -8.7% |
| 1Y | +9.6% | -37.2% | +46.7% | -1.1% |
| 3Y | -3.7% | -73.7% | +70.0% | -27.1% |
| 5Y | +22.6% | -80.7% | +103.4% | -7.4% |
| 10Y | +17.7% | -99.1% | +116.8% | -56.7% |
| All | +199.9% | -100.0% | +299.9% | -52.6% |
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