+455.5%
IAU vs QID
-100.0%
+555.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | +0.2% |
| 7D | -4.6% | -7.1% | +2.6% | -4.7% |
| 30D | -5.4% | +12.6% | -18.1% | -5.1% |
| 3M | -10.9% | +14.2% | -25.1% | -10.5% |
| 6M | -17.4% | +6.2% | -23.5% | -17.1% |
| YTD | -10.2% | -21.8% | +11.6% | -10.3% |
| 1Y | -7.1% | -23.1% | +16.1% | -7.2% |
| 3Y | +97.7% | -71.3% | +169.0% | +95.3% |
| 5Y | +105.3% | -77.0% | +182.3% | +102.4% |
| 10Y | +208.0% | -99.0% | +307.1% | +203.1% |
| All | +455.5% | -100.0% | +555.5% | +428.8% |
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