-80.8%
QID vs ALM
+958.0%
-1,038.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.6% | +0.1% |
| 7D | -1.9% | +3.6% | -5.5% | -1.6% |
| 30D | +1.7% | +33.8% | -32.1% | +4.8% |
| 3M | -3.9% | +14.8% | -18.7% | -1.2% |
| 6M | -30.0% | -7.0% | -23.0% | -28.2% |
| YTD | -28.2% | +108.1% | -136.3% | -22.0% |
| 1Y | -35.6% | +313.8% | -349.4% | -26.1% |
| 3Y | -74.3% | +2,227.6% | -2,301.9% | -66.1% |
| 5Y | -80.8% | +956.6% | -1,037.5% | -75.6% |
| All | -80.8% | +958.0% | -1,038.8% | -75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling