+425.0%
JCI vs QID
-100.0%
+525.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +1.8% |
| 7D | +3.8% | -0.6% | +4.5% | +3.6% |
| 30D | -5.7% | 0.0% | -5.7% | -5.6% |
| 3M | -1.4% | +3.7% | -5.1% | +1.7% |
| 6M | +4.1% | -29.9% | +34.0% | -6.6% |
| YTD | +21.7% | -28.8% | +50.5% | +10.0% |
| 1Y | +36.1% | -37.2% | +73.3% | +18.2% |
| 3Y | +154.4% | -73.7% | +228.1% | +74.2% |
| 5Y | +112.0% | -80.7% | +192.8% | +47.9% |
| 10Y | +322.2% | -99.1% | +421.4% | +3.0% |
| All | +425.0% | -100.0% | +525.0% | -62.7% |
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