+201.0%
FIS vs QID
-100.0%
+301.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -1.1% |
| 7D | +1.1% | -0.6% | +1.7% | +0.9% |
| 30D | -2.2% | 0.0% | -2.2% | -2.1% |
| 3M | +2.1% | +3.7% | -1.6% | +4.0% |
| 6M | -14.7% | -29.9% | +15.2% | -25.2% |
| YTD | -35.7% | -28.8% | -6.9% | -43.0% |
| 1Y | -37.1% | -37.2% | +0.1% | -46.6% |
| 3Y | -20.0% | -73.7% | +53.7% | -48.8% |
| 5Y | -62.1% | -80.7% | +18.6% | -75.2% |
| 10Y | -37.4% | -99.1% | +61.7% | -85.8% |
| All | +201.0% | -100.0% | +301.0% | -79.6% |
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