+340.0%
IR vs QID
-98.6%
+438.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -0.7% |
| 7D | +1.5% | +1.8% | -0.2% | +2.7% |
| 30D | +9.0% | +21.6% | -12.6% | +18.2% |
| 3M | -0.9% | +12.6% | -13.5% | +4.8% |
| 6M | +13.4% | +6.9% | +6.5% | +19.0% |
| YTD | +8.5% | -20.5% | +29.0% | +2.8% |
| 1Y | +11.3% | -18.1% | +29.3% | +7.1% |
| 3Y | +26.0% | -70.7% | +96.7% | -9.5% |
| 5Y | +47.9% | -77.2% | +125.1% | +11.4% |
| All | +340.0% | -98.6% | +438.6% | +64.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling