-73.8%
QID vs BBWI
-44.3%
-29.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | -0.6% |
| 7D | -2.7% | +1.6% | -4.3% | -2.3% |
| 30D | +1.8% | -6.2% | +8.0% | +0.2% |
| 3M | -2.2% | +4.3% | -6.5% | -0.1% |
| 6M | -32.1% | -7.2% | -25.0% | -32.2% |
| YTD | -28.6% | -3.0% | -25.5% | -27.0% |
| 1Y | -36.3% | -30.8% | -5.6% | -40.9% |
| All | -73.8% | -44.3% | -29.5% | -74.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling