+1,027.6%
FIX vs QID
-76.9%
+1,104.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | +0.1% |
| 7D | +9.4% | -7.1% | +16.6% | +5.6% |
| 30D | -27.8% | +12.6% | -40.4% | -20.8% |
| 3M | -35.6% | +14.2% | -49.8% | -28.2% |
| 6M | -45.2% | +6.2% | -51.4% | -39.2% |
| YTD | +19.5% | -21.8% | +41.3% | +16.2% |
| 1Y | +24.2% | -23.1% | +47.4% | +20.9% |
| 3Y | +494.2% | -71.3% | +565.5% | +345.2% |
| All | +1,027.6% | -76.9% | +1,104.4% | +798.0% |
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