+16.9%
JCI vs QID
-20.9%
+37.8%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.6% | -4.9% | -1.2% |
| 7D | +3.2% | -7.1% | +10.3% | +0.4% |
| 30D | -8.6% | +12.6% | -21.2% | -2.9% |
| 3M | -7.7% | +14.2% | -22.0% | -1.1% |
| 6M | -2.6% | +6.2% | -8.8% | +3.4% |
| YTD | +17.4% | -21.8% | +39.2% | +11.6% |
| 1Y | +16.9% | -23.1% | +40.1% | +10.8% |
| All | +16.9% | -20.9% | +37.8% | +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