-4.2%
IP vs QID
-18.7%
+14.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -0.8% |
| 7D | 0.0% | +1.8% | -1.7% | +0.8% |
| 30D | +9.4% | +21.6% | -12.3% | +15.1% |
| 3M | -14.1% | +12.6% | -26.7% | -11.2% |
| 6M | +9.2% | +6.9% | +2.3% | +11.8% |
| YTD | -7.5% | -20.5% | +13.0% | -14.3% |
| All | -4.2% | -18.7% | +14.5% | -10.1% |
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