+29.3%
IYR vs QID
-73.9%
+103.2%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.1% |
| 7D | -0.9% | -1.9% | +1.0% | -1.2% |
| 30D | -2.4% | +1.7% | -4.1% | -2.1% |
| 3M | -2.0% | -3.9% | +1.9% | -2.3% |
| 6M | +2.5% | -30.0% | +32.5% | -3.0% |
| YTD | +8.3% | -28.2% | +36.5% | +3.1% |
| 1Y | +6.5% | -35.6% | +42.1% | -0.5% |
| All | +29.3% | -73.9% | +103.2% | -1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling