-1.7%
IP vs QID
-20.3%
+18.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -6.8% | +9.7% | +1.3% |
| 7D | -3.0% | -0.8% | -2.3% | -2.9% |
| 30D | +10.6% | +20.1% | -9.4% | +16.0% |
| 3M | -13.6% | +11.8% | -25.4% | -10.9% |
| 6M | +10.4% | +5.5% | +4.9% | +12.8% |
| YTD | -6.5% | -21.5% | +15.0% | -13.5% |
| All | -1.7% | -20.3% | +18.6% | -7.8% |
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