+48.3%
IEMG vs QID
-80.8%
+129.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +0.7% |
| 7D | -1.3% | +1.3% | -2.6% | -0.9% |
| 30D | +1.9% | +2.9% | -1.0% | +2.9% |
| 3M | +1.4% | -0.7% | +2.1% | +2.5% |
| 6M | +15.2% | -29.7% | +44.8% | +7.4% |
| YTD | +23.8% | -27.9% | +51.7% | +16.7% |
| 1Y | +30.7% | -34.6% | +65.2% | +20.8% |
| 3Y | +83.3% | -73.5% | +156.8% | +42.1% |
| All | +48.3% | -80.8% | +129.1% | +14.2% |
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