-13.6%
IP vs QID
-76.9%
+63.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | +2.1% |
| 7D | -0.3% | -7.1% | +6.9% | -2.0% |
| 30D | +7.9% | +12.6% | -4.7% | +11.6% |
| 3M | -15.3% | +14.2% | -29.6% | -11.9% |
| 6M | +10.5% | +6.2% | +4.3% | +14.0% |
| YTD | -9.4% | -21.8% | +12.4% | -12.8% |
| 1Y | -4.6% | -23.1% | +18.5% | -8.4% |
| 3Y | +21.2% | -71.3% | +92.6% | -3.7% |
| All | -13.6% | -76.9% | +63.2% | -36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling