+14.8%
IP vs QID
-70.5%
+85.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.4% | +0.2% |
| 7D | -5.1% | +9.4% | -14.5% | -2.7% |
| 30D | +8.5% | +31.2% | -22.7% | +16.5% |
| 3M | -13.8% | +17.4% | -31.3% | -9.8% |
| 6M | +5.7% | +8.4% | -2.7% | +9.4% |
| YTD | -9.1% | -15.8% | +6.7% | -11.4% |
| 1Y | -0.8% | -16.3% | +15.5% | -3.3% |
| 3Y | +14.8% | -70.4% | +85.2% | -3.6% |
| All | +14.8% | -70.5% | +85.3% | -3.6% |
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