+10.3%
IP vs QID
+5.6%
+4.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +12.7% | -16.7% | -1.3% |
| 7D | -5.0% | +20.2% | -25.2% | -1.1% |
| 30D | +6.5% | +35.3% | -28.8% | +14.3% |
| 3M | -18.0% | +21.3% | -39.4% | -14.3% |
| 6M | +10.3% | +6.7% | +3.6% | +3.9% |
| All | +10.3% | +5.6% | +4.8% | +3.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling