-99.2%
QID vs ALM
+3,082.3%
-3,181.4%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.6% | +0.2% |
| 7D | -1.9% | +3.6% | -5.5% | -1.7% |
| 30D | +1.7% | +33.8% | -32.1% | +3.8% |
| 3M | -3.9% | +14.8% | -18.7% | -2.1% |
| 6M | -30.0% | -7.0% | -23.0% | -28.7% |
| YTD | -28.2% | +108.1% | -136.3% | -23.7% |
| 1Y | -35.6% | +313.8% | -349.4% | -28.7% |
| 3Y | -74.3% | +2,227.6% | -2,301.9% | -68.3% |
| 5Y | -80.8% | +956.6% | -1,037.5% | -76.8% |
| 10Y | -99.2% | +3,082.3% | -3,181.4% | -98.9% |
| All | -99.2% | +3,082.3% | -3,181.4% | -98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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