+2,105.4%
FIX vs QID
-80.8%
+2,186.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +1.7% |
| 7D | +6.0% | -0.6% | +6.7% | +5.7% |
| 30D | -7.2% | 0.0% | -7.2% | -7.0% |
| 3M | -15.9% | +3.7% | -19.6% | -11.0% |
| 6M | +12.7% | -29.9% | +42.6% | -0.7% |
| YTD | +72.8% | -28.8% | +101.6% | +54.7% |
| 1Y | +122.9% | -37.2% | +160.1% | +91.9% |
| 3Y | +774.3% | -73.7% | +848.0% | +507.6% |
| All | +2,105.4% | -80.8% | +2,186.2% | +1,483.5% |
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