-40.4%
FIS vs QID
-33.5%
-7.0%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.3% | -1.1% | +1.1% |
| 7D | -8.9% | +2.7% | -11.6% | -9.0% |
| 30D | -9.9% | +3.3% | -13.2% | -10.0% |
| 3M | 0.0% | -5.5% | +5.5% | -0.3% |
| 6M | -22.9% | -28.4% | +5.5% | -26.0% |
| YTD | -40.9% | -26.6% | -14.3% | -42.8% |
| 1Y | -40.4% | -34.1% | -6.3% | -42.3% |
| All | -40.4% | -33.5% | -7.0% | -42.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling