-42.5%
IT vs QID
-77.9%
+35.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.7% | -1.0% |
| 7D | -3.7% | -11.8% | +8.2% | -7.2% |
| 30D | -3.1% | +14.2% | -17.3% | +1.5% |
| 3M | +6.3% | +8.8% | -2.4% | +9.7% |
| 6M | +24.8% | +1.5% | +23.3% | +25.6% |
| YTD | -24.4% | -23.8% | -0.6% | -30.7% |
| 1Y | -17.1% | -22.0% | +4.9% | -23.2% |
| 3Y | -53.6% | -71.9% | +18.3% | -68.6% |
| 5Y | -42.5% | -77.6% | +35.0% | -55.8% |
| All | -42.5% | -77.9% | +35.4% | -55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling