+189.4%
IYR vs QID
-100.0%
+289.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | 0.0% |
| 7D | -0.4% | -2.7% | +2.4% | -1.5% |
| 30D | -2.5% | +1.8% | -4.3% | -1.7% |
| 3M | +1.5% | -2.2% | +3.6% | +1.0% |
| 6M | +3.9% | -32.1% | +36.0% | -10.6% |
| YTD | +9.5% | -28.6% | +38.1% | -3.4% |
| 1Y | +7.5% | -36.3% | +43.8% | -9.3% |
| 3Y | +30.8% | -74.4% | +105.2% | -20.3% |
| 5Y | +4.8% | -80.8% | +85.6% | -35.2% |
| 10Y | +64.3% | -99.1% | +163.5% | -73.2% |
| All | +189.4% | -100.0% | +289.4% | -91.3% |
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