+23.9%
IP vs QID
-73.9%
+97.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +13.3% |
| 6M | -10.2% | -29.9% | +19.6% | -16.9% |
| YTD | -2.0% | -28.8% | +26.8% | -8.8% |
| 1Y | -19.1% | -37.2% | +18.1% | -26.7% |
| All | +23.9% | -73.9% | +97.8% | -3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling