+15.9%
IP vs QID
-99.1%
+115.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -1.9% |
| 7D | -0.9% | -11.8% | +10.9% | -4.4% |
| 30D | +6.7% | +14.2% | -7.5% | +11.6% |
| 3M | -16.6% | +8.8% | -25.3% | -13.7% |
| 6M | +6.0% | +1.5% | +4.5% | +8.5% |
| YTD | -10.7% | -23.8% | +13.1% | -15.4% |
| 1Y | -6.7% | -22.0% | +15.3% | -10.8% |
| 3Y | +17.1% | -71.9% | +89.0% | -12.9% |
| 5Y | -14.6% | -77.6% | +63.0% | -34.1% |
| All | +15.9% | -99.1% | +115.0% | -65.2% |
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 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