+171.4%
IP vs QID
-100.0%
+271.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.5% | +2.0% |
| 7D | -5.3% | -0.6% | -4.6% | -5.5% |
| 30D | -10.9% | 0.0% | -10.9% | -10.7% |
| 3M | +11.2% | +3.7% | +7.4% | +14.5% |
| 6M | -10.2% | -29.9% | +19.6% | -21.5% |
| YTD | -2.0% | -28.8% | +26.8% | -13.4% |
| 1Y | -19.1% | -37.2% | +18.1% | -31.9% |
| 3Y | +20.9% | -73.7% | +94.6% | -25.7% |
| 5Y | -17.8% | -80.7% | +62.9% | -50.0% |
| 10Y | +23.5% | -99.1% | +122.6% | -81.5% |
| All | +171.4% | -100.0% | +271.4% | -91.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling