Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • JBL vs QID✓SelectedUSD · QIDJBL vs QID performance historyLatest closeAs of+0.57%09/08
Stock and ETF performance explorer

JBL vs QID

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,531.6%
QID return
-100.0%
Excess return
+1,631.6%
Maximum drawdown
-89.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioQIDExcessAlpha
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