+221.8%
EIX vs QID
-100.0%
+321.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.2% | -1.6% |
| 7D | -2.5% | -1.1% | -1.4% | -2.6% |
| 30D | +7.7% | +14.4% | -6.7% | +11.6% |
| 3M | -12.9% | +6.7% | -19.5% | -11.1% |
| 6M | -12.7% | +2.6% | -15.3% | -11.4% |
| YTD | +5.5% | -24.2% | +29.6% | -0.1% |
| 1Y | +9.4% | -22.3% | +31.7% | +4.3% |
| 3Y | +9.7% | -72.0% | +81.7% | -15.6% |
| 5Y | +16.9% | -78.2% | +95.1% | -8.5% |
| 10Y | +34.3% | -99.1% | +133.3% | -49.8% |
| All | +221.8% | -100.0% | +321.8% | -48.1% |
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