+39.9%
ICE vs QID
-80.7%
+120.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.7% |
| 7D | -0.9% | -1.9% | +1.1% | -1.2% |
| 30D | +4.0% | +1.7% | +2.2% | +4.4% |
| 3M | +11.0% | -3.9% | +14.9% | +10.4% |
| 6M | -5.0% | -30.0% | +25.0% | -11.4% |
| YTD | -2.7% | -28.2% | +25.5% | -8.6% |
| 1Y | -8.6% | -35.6% | +27.0% | -16.0% |
| 3Y | +41.4% | -74.3% | +115.6% | +8.0% |
| 5Y | +39.9% | -80.8% | +120.7% | +6.7% |
| All | +39.9% | -80.7% | +120.5% | +6.7% |
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 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