-80.7%
QID vs ALLY
+1.6%
-82.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.1% |
| 7D | -0.6% | +3.7% | -4.3% | +1.8% |
| 30D | 0.0% | -2.3% | +2.3% | -1.3% |
| 3M | +3.7% | +3.8% | -0.1% | +7.3% |
| 6M | -29.9% | +9.7% | -39.6% | -23.9% |
| YTD | -28.8% | -1.4% | -27.4% | -27.5% |
| 1Y | -37.2% | +8.2% | -45.4% | -31.2% |
| 3Y | -73.7% | +66.5% | -140.2% | -56.2% |
| All | -80.7% | +1.6% | -82.3% | -71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling