+277.0%
IR vs QID
-98.7%
+375.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -1.9% |
| 7D | -1.9% | -1.9% | 0.0% | -2.6% |
| 30D | -15.0% | +1.7% | -16.8% | -14.4% |
| 3M | -0.4% | -3.9% | +3.5% | -0.8% |
| 6M | -15.0% | -30.0% | +14.9% | -24.2% |
| YTD | -7.1% | -28.2% | +21.2% | -16.0% |
| 1Y | -7.5% | -35.6% | +28.1% | -19.3% |
| 3Y | +6.3% | -74.3% | +80.6% | -27.5% |
| 5Y | +37.3% | -80.8% | +118.2% | -3.4% |
| All | +277.0% | -98.7% | +375.8% | +34.7% |
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 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