-17.6%
IP vs QID
-36.6%
+19.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.5% | +2.1% |
| 7D | -5.3% | -0.6% | -4.6% | -5.4% |
| 30D | -10.9% | 0.0% | -10.9% | -10.8% |
| 3M | +11.2% | +3.7% | +7.4% | +13.1% |
| 6M | -10.2% | -29.9% | +19.6% | -18.0% |
| YTD | -2.0% | -28.8% | +26.8% | -10.5% |
| All | -17.6% | -36.6% | +19.0% | -20.9% |
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