-52.0%
FIS vs QID
-99.1%
+47.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -4.6% | +11.3% | +5.3% |
| 7D | +1.5% | -1.1% | +2.6% | +1.5% |
| 30D | -11.8% | +14.4% | -26.2% | -7.9% |
| 3M | -28.5% | +6.7% | -35.2% | -26.9% |
| 6M | -27.0% | +2.6% | -29.6% | -26.1% |
| YTD | -53.1% | -24.2% | -28.9% | -56.8% |
| 1Y | -52.8% | -22.3% | -30.5% | -56.0% |
| 3Y | -37.5% | -72.0% | +34.6% | -57.2% |
| 5Y | -71.1% | -78.2% | +7.1% | -79.3% |
| 10Y | -52.0% | -99.1% | +47.1% | -85.9% |
| All | -52.0% | -99.1% | +47.1% | -85.9% |
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 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