+1,531.6%
JBL vs QID
-100.0%
+1,631.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.7% |
| 7D | +4.4% | -2.7% | +7.2% | +2.7% |
| 30D | -8.4% | +1.8% | -10.2% | -7.1% |
| 3M | -14.2% | -2.2% | -12.0% | -12.5% |
| 6M | +29.6% | -32.1% | +61.7% | +9.2% |
| YTD | +37.1% | -28.6% | +65.7% | +20.2% |
| 1Y | +49.5% | -36.3% | +85.8% | +24.7% |
| 3Y | +192.7% | -74.4% | +267.1% | +66.1% |
| 5Y | +411.3% | -80.8% | +492.1% | +204.8% |
| 10Y | +1,447.6% | -99.1% | +1,546.7% | +89.1% |
| All | +1,531.6% | -100.0% | +1,631.6% | -68.3% |
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