+46.3%
LYB vs QID
-99.2%
+145.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.8% | -1.5% |
| 7D | +0.3% | +1.3% | -1.0% | +0.7% |
| 30D | +2.5% | +2.9% | -0.5% | +3.4% |
| 3M | +1.4% | -0.7% | +2.1% | +1.4% |
| 6M | -3.5% | -29.7% | +26.2% | -14.0% |
| YTD | +52.0% | -27.9% | +79.9% | +37.0% |
| 1Y | +22.1% | -34.6% | +56.6% | +7.1% |
| 3Y | -22.8% | -73.5% | +50.8% | -47.0% |
| 5Y | -3.4% | -81.0% | +77.6% | -33.8% |
| All | +46.3% | -99.2% | +145.4% | -57.9% |
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