-57.5%
QID vs BIYA
-99.8%
+42.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.4% | +2.3% |
| 7D | +2.7% | -1.3% | +4.1% | +2.8% |
| 30D | +3.3% | -15.9% | +19.3% | +3.4% |
| 3M | -5.5% | -81.2% | +75.7% | -5.0% |
| 6M | -28.4% | -88.2% | +59.8% | -28.5% |
| YTD | -26.6% | -94.1% | +67.6% | -27.1% |
| 1Y | -34.1% | -98.7% | +64.5% | -37.1% |
| All | -57.5% | -99.8% | +42.2% | -59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 10y: compounded portfolio wealth divided by compounded BIYA 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…
10y analysis · Full analysis span regression · 6 months rolling