-65.6%
FIS vs QID
-80.7%
+15.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.3% | -6.2% | -5.8% |
| 7D | -3.5% | -2.7% | -0.7% | -4.1% |
| 30D | -7.8% | +1.8% | -9.6% | -7.3% |
| 3M | +0.8% | -2.2% | +3.0% | +0.6% |
| 6M | -21.9% | -32.1% | +10.2% | -29.6% |
| YTD | -39.5% | -28.6% | -10.9% | -44.4% |
| 1Y | -41.0% | -36.3% | -4.7% | -47.4% |
| 3Y | -23.6% | -74.4% | +50.8% | -46.6% |
| 5Y | -65.6% | -80.8% | +15.1% | -77.3% |
| All | -65.6% | -80.7% | +15.1% | -77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling