+22.2%
LQD vs QID
-99.2%
+121.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.7% | -0.1% |
| 7D | -1.1% | +1.3% | -2.4% | -1.0% |
| 30D | -1.3% | +2.9% | -4.2% | -1.1% |
| 3M | -3.2% | -0.7% | -2.5% | -3.1% |
| 6M | -2.1% | -29.7% | +27.5% | -3.8% |
| YTD | -2.4% | -27.9% | +25.5% | -3.8% |
| 1Y | -2.7% | -34.6% | +31.9% | -4.6% |
| 3Y | +14.2% | -73.5% | +87.7% | +7.2% |
| 5Y | -5.8% | -81.0% | +75.2% | -12.1% |
| All | +22.2% | -99.2% | +121.3% | +4.3% |
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