-78.2%
QID vs ALM
+456.2%
-534.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.2% | -4.9% | -4.6% |
| 7D | -1.1% | -7.2% | +6.0% | -1.6% |
| 30D | +14.4% | -26.4% | +40.7% | +11.6% |
| 3M | +6.7% | -38.6% | +45.3% | +2.9% |
| 6M | +2.6% | -61.0% | +63.6% | -3.2% |
| YTD | -24.2% | -7.4% | -16.8% | -23.1% |
| 1Y | -22.3% | +14.0% | -36.3% | -19.8% |
| 3Y | -72.0% | +844.4% | -916.5% | -66.3% |
| 5Y | -78.2% | +410.8% | -489.0% | -74.0% |
| All | -78.2% | +456.2% | -534.4% | -74.0% |
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