+12.2%
IOT vs QID
-38.2%
+50.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.6% |
| 7D | -2.3% | -0.6% | -1.7% | -2.4% |
| 30D | +3.8% | 0.0% | +3.8% | +4.0% |
| 3M | +14.2% | +3.7% | +10.4% | +18.4% |
| 6M | +40.1% | -29.9% | +70.0% | +20.5% |
| YTD | +13.4% | -28.8% | +42.2% | 0.0% |
| 1Y | +12.2% | -37.2% | +49.3% | -2.1% |
| All | +12.2% | -38.2% | +50.4% | -2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling