+48.6%
JBL vs QID
-34.8%
+83.4%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.8% | +6.8% | +3.7% |
| 7D | +2.4% | +1.3% | +1.1% | +3.5% |
| 30D | -13.1% | +2.9% | -16.1% | -10.6% |
| 3M | -15.6% | -0.7% | -14.9% | -13.5% |
| 6M | +24.6% | -29.7% | +54.2% | +1.5% |
| YTD | +39.6% | -27.9% | +67.5% | +16.5% |
| 1Y | +48.6% | -34.6% | +83.2% | +10.8% |
| All | +48.6% | -34.8% | +83.4% | +10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling