+144.3%
IEMG vs QID
-99.8%
+244.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.4% |
| 7D | +1.6% | -1.9% | +3.5% | +0.9% |
| 30D | +4.6% | +1.7% | +2.9% | +5.4% |
| 3M | +4.8% | -3.9% | +8.8% | +5.1% |
| 6M | +16.8% | -30.0% | +46.8% | +6.9% |
| YTD | +24.8% | -28.2% | +53.1% | +15.7% |
| 1Y | +34.3% | -35.6% | +70.0% | +20.9% |
| 3Y | +87.0% | -74.3% | +161.2% | +32.4% |
| 5Y | +49.9% | -80.8% | +130.8% | +8.3% |
| 10Y | +144.8% | -99.2% | +243.9% | -34.2% |
| All | +144.3% | -99.8% | +244.1% | -59.6% |
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