+89.2%
IT vs QID
-99.0%
+188.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | +1.6% |
| 7D | +1.1% | -7.1% | +8.2% | -1.3% |
| 30D | -1.8% | +12.6% | -14.5% | +2.5% |
| 3M | +4.8% | +14.2% | -9.4% | +10.1% |
| 6M | +33.0% | +6.2% | +26.8% | +36.3% |
| YTD | -23.8% | -21.8% | -2.0% | -29.5% |
| 1Y | -16.5% | -23.1% | +6.6% | -23.1% |
| 3Y | -53.6% | -71.3% | +17.7% | -67.8% |
| 5Y | -42.1% | -77.0% | +34.9% | -57.1% |
| All | +89.2% | -99.0% | +188.2% | -46.7% |
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