+188.3%
ITW vs QID
-99.2%
+287.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +0.6% |
| 7D | -0.7% | +1.3% | -2.0% | -0.3% |
| 30D | -8.3% | +2.9% | -11.3% | -7.5% |
| 3M | +6.0% | -0.7% | +6.7% | +6.4% |
| 6M | 0.0% | -29.7% | +29.7% | -8.8% |
| YTD | +10.2% | -27.9% | +38.1% | +1.5% |
| 1Y | +3.2% | -34.6% | +37.8% | -7.4% |
| 3Y | +21.0% | -73.5% | +94.5% | -13.3% |
| 5Y | +37.9% | -81.0% | +118.9% | -0.9% |
| All | +188.3% | -99.2% | +287.4% | -14.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling