+154.6%
JPM vs QID
-80.2%
+234.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | +0.3% |
| 7D | -2.3% | +2.7% | -5.1% | -1.7% |
| 30D | -2.3% | +3.3% | -5.7% | -1.5% |
| 3M | +14.9% | -5.5% | +20.4% | +13.8% |
| 6M | +23.6% | -28.4% | +52.0% | +14.2% |
| YTD | +11.3% | -26.6% | +37.8% | +3.8% |
| 1Y | +19.9% | -34.1% | +54.0% | +9.2% |
| 3Y | +162.6% | -73.7% | +236.3% | +99.1% |
| 5Y | +154.6% | -80.7% | +235.3% | +87.8% |
| All | +154.6% | -80.2% | +234.8% | +87.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling