+2.0%
FISV vs QID
-99.2%
+101.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.8% | +7.2% | +4.8% |
| 7D | -2.7% | +1.3% | -4.0% | -2.2% |
| 30D | 0.0% | +2.9% | -2.9% | +1.2% |
| 3M | -2.8% | -0.7% | -2.1% | -2.9% |
| 6M | -11.8% | -29.7% | +17.8% | -21.1% |
| YTD | -23.2% | -27.9% | +4.7% | -30.4% |
| 1Y | -62.0% | -34.6% | -27.4% | -66.5% |
| 3Y | -57.6% | -73.5% | +15.9% | -71.1% |
| 5Y | -53.4% | -81.0% | +27.6% | -68.0% |
| All | +2.0% | -99.2% | +101.1% | -72.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling