+2,677.3%
IDXX vs QID
-100.0%
+2,777.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -1.1% |
| 7D | -5.7% | +1.3% | -7.0% | -5.2% |
| 30D | -11.5% | +2.9% | -14.5% | -10.4% |
| 3M | -9.5% | -0.7% | -8.8% | -9.3% |
| 6M | -16.0% | -29.7% | +13.7% | -26.3% |
| YTD | -25.4% | -27.9% | +2.5% | -33.5% |
| 1Y | -21.8% | -34.6% | +12.8% | -32.5% |
| 3Y | +7.0% | -73.5% | +80.6% | -30.5% |
| 5Y | -26.0% | -81.0% | +55.1% | -50.1% |
| 10Y | +358.9% | -99.2% | +458.1% | +19.6% |
| All | +2,677.3% | -100.0% | +2,777.3% | +125.6% |
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