+372.3%
FISV vs QID
-100.0%
+472.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.3% | -3.9% |
| 7D | -1.6% | -2.7% | +1.2% | -2.6% |
| 30D | -3.0% | +1.8% | -4.8% | -2.1% |
| 3M | -3.5% | -2.2% | -1.4% | -4.3% |
| 6M | -19.4% | -32.1% | +12.7% | -30.0% |
| YTD | -24.3% | -28.6% | +4.3% | -32.5% |
| 1Y | -62.4% | -36.3% | -26.1% | -67.8% |
| 3Y | -58.2% | -74.4% | +16.2% | -73.1% |
| 5Y | -56.5% | -80.8% | +24.2% | -71.4% |
| 10Y | -0.5% | -99.1% | +98.6% | -76.5% |
| All | +372.3% | -100.0% | +472.3% | -62.6% |
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