+1,343.9%
JPM vs QID
-100.0%
+1,443.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -1.1% |
| 7D | +0.3% | -0.6% | +0.9% | 0.0% |
| 30D | -0.2% | 0.0% | -0.2% | -0.1% |
| 3M | +15.9% | +3.7% | +12.2% | +19.1% |
| 6M | +20.9% | -29.9% | +50.8% | +3.7% |
| YTD | +12.9% | -28.8% | +41.7% | -2.0% |
| 1Y | +20.3% | -37.2% | +57.5% | -1.0% |
| 3Y | +160.9% | -73.7% | +234.7% | +53.0% |
| 5Y | +154.8% | -80.7% | +235.6% | +48.6% |
| 10Y | +591.1% | -99.1% | +690.2% | -13.1% |
| All | +1,343.9% | -100.0% | +1,443.9% | -65.0% |
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