-80.9%
QID vs A
-15.0%
-65.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +2.9% | -1.7% |
| 7D | -2.7% | -2.1% | -0.7% | -4.3% |
| 30D | +1.8% | +0.6% | +1.2% | +2.5% |
| 3M | -2.2% | +10.9% | -13.0% | +6.4% |
| 6M | -32.1% | +28.2% | -60.3% | -16.1% |
| YTD | -28.6% | +8.6% | -37.1% | -22.7% |
| 1Y | -36.3% | +15.5% | -51.9% | -26.6% |
| 3Y | -74.4% | +31.8% | -106.2% | -61.5% |
| All | -80.9% | -15.0% | -65.9% | -76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 5y: compounded portfolio wealth divided by compounded A 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…
5y analysis · Full analysis span regression · 6 months rolling