+33.3%
JCI vs QID
-33.5%
+66.7%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.3% | -3.8% | -0.7% |
| 7D | +0.4% | +2.7% | -2.3% | +1.4% |
| 30D | -7.7% | +3.3% | -11.1% | -6.6% |
| 3M | +2.8% | -5.5% | +8.3% | +2.3% |
| 6M | +7.2% | -28.4% | +35.6% | -2.0% |
| YTD | +20.0% | -26.6% | +46.5% | +10.2% |
| 1Y | +33.3% | -34.1% | +67.4% | +17.8% |
| All | +33.3% | -33.5% | +66.7% | +17.8% |
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