-80.8%
QID vs BBWI
-68.8%
-12.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.3% | +6.8% | -1.8% |
| 7D | -1.9% | -4.4% | +2.5% | -3.4% |
| 30D | +1.7% | -7.4% | +9.1% | -0.9% |
| 3M | -3.9% | -2.2% | -1.7% | -3.6% |
| 6M | -30.0% | -16.3% | -13.7% | -32.9% |
| YTD | -28.2% | -9.1% | -19.1% | -28.1% |
| 1Y | -35.6% | -34.5% | -1.1% | -42.8% |
| 3Y | -74.3% | -47.0% | -27.3% | -76.0% |
| 5Y | -80.8% | -68.8% | -12.0% | -85.3% |
| All | -80.8% | -68.8% | -12.0% | -85.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling