+114.7%
FIS vs QID
-100.0%
+214.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.6% | +5.1% |
| 7D | +2.8% | -7.1% | +10.0% | +0.2% |
| 30D | -16.7% | +12.6% | -29.4% | -12.9% |
| 3M | -32.3% | +14.2% | -46.5% | -28.7% |
| 6M | -29.1% | +6.2% | -35.2% | -27.1% |
| YTD | -54.1% | -21.8% | -32.3% | -57.9% |
| 1Y | -53.7% | -23.1% | -30.6% | -57.7% |
| 3Y | -38.8% | -71.3% | +32.5% | -59.8% |
| 5Y | -71.1% | -77.0% | +5.9% | -79.8% |
| 10Y | -53.1% | -99.0% | +46.0% | -89.1% |
| All | +114.7% | -100.0% | +214.7% | -84.9% |
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 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