+875.1%
ITW vs QID
-100.0%
+975.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.4% |
| 7D | -0.4% | -2.7% | +2.3% | -1.5% |
| 30D | -9.4% | +1.8% | -11.2% | -8.8% |
| 3M | +7.1% | -2.2% | +9.3% | +7.1% |
| 6M | -1.9% | -32.1% | +30.3% | -13.9% |
| YTD | +10.4% | -28.6% | +39.0% | -1.0% |
| 1Y | +3.3% | -36.3% | +39.6% | -11.0% |
| 3Y | +21.0% | -74.4% | +95.4% | -21.6% |
| 5Y | +36.3% | -80.8% | +117.1% | -10.0% |
| 10Y | +185.8% | -99.1% | +284.9% | -37.3% |
| All | +875.1% | -100.0% | +975.1% | -36.6% |
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