+1,354.6%
IT vs QID
-100.0%
+1,454.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | +1.7% |
| 7D | +1.1% | -7.1% | +8.2% | -1.8% |
| 30D | -1.8% | +12.6% | -14.5% | +3.4% |
| 3M | +4.8% | +14.2% | -9.4% | +11.1% |
| 6M | +33.0% | +6.2% | +26.8% | +36.7% |
| YTD | -23.8% | -21.8% | -2.0% | -30.4% |
| 1Y | -16.5% | -23.1% | +6.6% | -24.1% |
| 3Y | -53.6% | -71.3% | +17.7% | -69.7% |
| 5Y | -42.1% | -77.0% | +34.9% | -59.2% |
| 10Y | +90.1% | -99.0% | +189.1% | -58.9% |
| All | +1,354.6% | -100.0% | +1,454.6% | -8.5% |
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