+252.1%
INTC vs QID
-99.2%
+351.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +1.6% |
| 7D | +7.5% | +1.3% | +6.2% | +8.4% |
| 30D | +2.0% | +2.9% | -1.0% | +4.3% |
| 3M | -12.0% | -0.7% | -11.3% | -8.3% |
| 6M | +114.5% | -29.7% | +144.2% | +92.5% |
| YTD | +179.0% | -27.9% | +206.8% | +156.7% |
| 1Y | +318.3% | -34.6% | +352.9% | +273.0% |
| 3Y | +171.2% | -73.5% | +244.7% | +75.9% |
| 5Y | +107.6% | -81.0% | +188.6% | +39.4% |
| All | +252.1% | -99.2% | +351.3% | -34.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling