+427.9%
LIN vs QID
-99.1%
+526.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.6% |
| 7D | +0.2% | -11.8% | +12.0% | -3.1% |
| 30D | +6.2% | +14.2% | -8.0% | +10.6% |
| 3M | +9.3% | +8.8% | +0.6% | +12.5% |
| 6M | +4.4% | +1.5% | +2.9% | +5.9% |
| YTD | +23.7% | -23.8% | +47.5% | +16.1% |
| 1Y | +23.5% | -22.0% | +45.5% | +16.8% |
| 3Y | +35.8% | -71.9% | +107.7% | -1.7% |
| 5Y | +65.9% | -77.6% | +143.5% | +25.9% |
| All | +427.9% | -99.1% | +526.9% | +68.0% |
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 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