+1,311.2%
IT vs QID
-100.0%
+1,411.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.3% | -4.8% |
| 7D | -6.0% | -0.6% | -5.4% | -6.2% |
| 30D | 0.0% | 0.0% | 0.0% | +0.1% |
| 3M | +13.1% | +3.7% | +9.3% | +14.9% |
| 6M | +11.7% | -29.9% | +41.5% | -3.6% |
| YTD | -26.1% | -28.8% | +2.7% | -35.2% |
| 1Y | -21.3% | -37.2% | +15.9% | -34.0% |
| 3Y | -46.7% | -73.7% | +27.0% | -66.3% |
| 5Y | -40.5% | -80.7% | +40.2% | -61.0% |
| 10Y | +103.9% | -99.1% | +203.0% | -57.5% |
| All | +1,311.2% | -100.0% | +1,411.2% | -14.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling