-99.1%
QID vs ALLY
+178.4%
-277.5%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | -1.6% |
| 7D | -2.7% | +1.0% | -3.8% | -2.1% |
| 30D | +1.8% | -3.3% | +5.1% | 0.0% |
| 3M | -2.2% | +0.5% | -2.6% | -0.9% |
| 6M | -32.1% | +12.6% | -44.7% | -25.9% |
| YTD | -28.6% | -4.7% | -23.9% | -28.7% |
| 1Y | -36.3% | +5.2% | -41.6% | -31.9% |
| 3Y | -74.4% | +66.5% | -140.9% | -60.0% |
| 5Y | -80.8% | +0.2% | -81.0% | -72.1% |
| 10Y | -99.1% | +180.8% | -279.9% | -97.5% |
| All | -99.1% | +178.4% | -277.5% | -97.5% |
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