+1,262.5%
NDAQ vs QID
-100.0%
+1,362.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -2.0% |
| 7D | -2.4% | -0.6% | -1.8% | -2.7% |
| 30D | +2.5% | 0.0% | +2.5% | +2.6% |
| 3M | +9.9% | +3.7% | +6.2% | +12.7% |
| 6M | +9.4% | -29.9% | +39.3% | -5.8% |
| YTD | +0.4% | -28.8% | +29.2% | -12.4% |
| 1Y | +4.0% | -37.2% | +41.2% | -13.8% |
| 3Y | +94.4% | -73.7% | +168.1% | +16.6% |
| 5Y | +56.7% | -80.7% | +137.5% | -5.3% |
| 10Y | +375.3% | -99.1% | +474.4% | -29.7% |
| All | +1,262.5% | -100.0% | +1,362.4% | -63.2% |
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