-46.3%
IT vs QID
-80.7%
+34.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.5% |
| 7D | -9.1% | -1.9% | -7.2% | -9.7% |
| 30D | -12.2% | +1.7% | -13.9% | -11.6% |
| 3M | +7.8% | -3.9% | +11.7% | +6.3% |
| 6M | +2.0% | -30.0% | +32.0% | -10.3% |
| YTD | -32.7% | -28.2% | -4.5% | -39.7% |
| 1Y | -31.1% | -35.6% | +4.5% | -40.3% |
| 3Y | -52.1% | -74.3% | +22.2% | -68.4% |
| 5Y | -46.3% | -80.8% | +34.5% | -61.4% |
| All | -46.3% | -80.7% | +34.4% | -61.4% |
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 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