-22.0%
QID vs ALLY
+4.2%
-26.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.8% | -5.6% | +0.1% |
| 7D | +9.8% | +2.4% | +7.4% | +11.2% |
| 30D | +18.9% | +5.6% | +13.3% | +22.3% |
| 3M | +9.6% | -11.7% | +21.3% | +2.8% |
| 6M | -7.8% | -7.0% | -0.8% | -10.2% |
| YTD | -23.3% | -10.4% | -12.9% | -25.7% |
| 1Y | -22.0% | +2.4% | -24.4% | -15.6% |
| All | -22.0% | +4.2% | -26.3% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 1y: compounded portfolio wealth divided by compounded ALLY 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…
1y analysis · Full analysis span regression · 6 months rolling