-99.1%
QID vs ALLY
+172.1%
-271.1%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.1% |
| 7D | -11.8% | -2.1% | -9.7% | -12.8% |
| 30D | +14.2% | +2.0% | +12.2% | +16.0% |
| 3M | +8.8% | -13.3% | +22.1% | +0.7% |
| 6M | +1.5% | -9.9% | +11.3% | -3.0% |
| YTD | -23.8% | -13.5% | -10.2% | -27.8% |
| 1Y | -22.0% | -2.8% | -19.2% | -20.5% |
| 3Y | -71.9% | +63.4% | -135.3% | -56.5% |
| 5Y | -77.6% | -10.9% | -66.7% | -69.5% |
| All | -99.1% | +172.1% | -271.1% | -97.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling