+291.3%
IR vs QID
-98.7%
+390.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.1% |
| 7D | -2.8% | -0.6% | -2.2% | -3.0% |
| 30D | -15.1% | 0.0% | -15.1% | -15.0% |
| 3M | +6.1% | +3.7% | +2.3% | +8.9% |
| 6M | -16.8% | -29.9% | +13.0% | -25.7% |
| YTD | -3.5% | -28.8% | +25.2% | -13.0% |
| 1Y | -3.5% | -37.2% | +33.7% | -16.5% |
| 3Y | +9.5% | -73.7% | +83.2% | -24.7% |
| 5Y | +45.1% | -80.7% | +125.8% | +2.2% |
| All | +291.3% | -98.7% | +390.0% | +39.4% |
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