-37.5%
FIS vs QID
-72.3%
+34.8%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -4.6% | +11.3% | +6.3% |
| 7D | +1.5% | -1.1% | +2.6% | +1.5% |
| 30D | -11.8% | +14.4% | -26.2% | -10.4% |
| 3M | -28.5% | +6.7% | -35.2% | -27.9% |
| 6M | -27.0% | +2.6% | -29.6% | -26.6% |
| YTD | -53.1% | -24.2% | -28.9% | -55.1% |
| 1Y | -52.8% | -22.3% | -30.5% | -54.5% |
| All | -37.5% | -72.3% | +34.8% | -51.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling