-26.6%
IT vs QID
-33.5%
+6.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | +0.6% |
| 7D | -12.7% | +2.7% | -15.5% | -12.6% |
| 30D | -8.9% | +3.3% | -12.2% | -8.8% |
| 3M | +10.1% | -5.5% | +15.7% | +8.9% |
| 6M | +7.3% | -28.4% | +35.7% | -1.4% |
| YTD | -32.4% | -26.6% | -5.8% | -36.1% |
| 1Y | -26.6% | -34.1% | +7.5% | -31.2% |
| All | -26.6% | -33.5% | +6.8% | -31.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling