+590.9%
JPM vs QID
-99.2%
+690.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.5% | +0.2% |
| 7D | -0.7% | +1.3% | -1.9% | -0.3% |
| 30D | -2.5% | +2.9% | -5.4% | -1.5% |
| 3M | +14.1% | -0.7% | +14.9% | +14.6% |
| 6M | +25.1% | -29.7% | +54.8% | +13.3% |
| YTD | +12.1% | -27.9% | +40.0% | +2.8% |
| 1Y | +18.8% | -34.6% | +53.4% | +6.2% |
| 3Y | +163.4% | -73.5% | +236.9% | +88.3% |
| 5Y | +156.5% | -81.0% | +237.6% | +84.3% |
| All | +590.9% | -99.2% | +690.0% | +115.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling