+90.0%
IT vs QID
-99.1%
+189.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | +1.4% |
| 7D | -12.7% | +2.7% | -15.5% | -11.9% |
| 30D | -8.9% | +3.3% | -12.2% | -7.8% |
| 3M | +10.1% | -5.5% | +15.7% | +7.8% |
| 6M | +7.3% | -28.4% | +35.7% | -4.8% |
| YTD | -32.4% | -26.6% | -5.8% | -38.8% |
| 1Y | -26.6% | -34.1% | +7.5% | -35.8% |
| 3Y | -51.8% | -73.7% | +21.9% | -67.4% |
| 5Y | -45.6% | -80.7% | +35.1% | -61.9% |
| All | +90.0% | -99.1% | +189.1% | -42.4% |
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 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