-23.1%
QID vs BBWI
+0.1%
-23.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +2.8% |
| 7D | -7.1% | +0.1% | -7.3% | -7.1% |
| 30D | +12.6% | +12.9% | -0.2% | +14.4% |
| 3M | +14.2% | +16.0% | -1.8% | +16.9% |
| 6M | +6.2% | +16.6% | -10.4% | +9.7% |
| YTD | -21.8% | +9.7% | -31.5% | -19.5% |
| 1Y | -23.1% | +1.5% | -24.6% | -21.2% |
| All | -23.1% | +0.1% | -23.3% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling