-22.0%
QID vs BG
+7.2%
-29.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.2% | -2.1% |
| 7D | +9.8% | -3.8% | +13.5% | +10.3% |
| 30D | +18.9% | -9.6% | +28.5% | +20.4% |
| 3M | +9.6% | -8.5% | +18.1% | +11.3% |
| 6M | -7.8% | -23.0% | +15.2% | -5.5% |
| YTD | -23.3% | +10.9% | -34.2% | -24.4% |
| 1Y | -22.0% | +6.0% | -28.0% | -22.6% |
| All | -22.0% | +7.2% | -29.2% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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