+153.1%
JPM vs QID
-71.4%
+224.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +1.6% |
| 7D | +3.5% | -7.1% | +10.6% | +1.8% |
| 30D | +3.3% | +12.6% | -9.4% | +6.8% |
| 3M | -4.2% | +14.2% | -18.4% | -0.4% |
| 6M | +16.4% | +6.2% | +10.2% | +19.4% |
| YTD | +9.5% | -21.8% | +31.3% | +3.6% |
| 1Y | +14.0% | -23.1% | +37.1% | +7.6% |
| 3Y | +153.1% | -71.3% | +224.4% | +101.8% |
| All | +153.1% | -71.4% | +224.5% | +101.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling