-54.8%
QID vs BIYA
-99.9%
+45.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -7.1% | +9.0% | -16.2% | -7.2% |
| 30D | +12.6% | -12.9% | +25.6% | +12.7% |
| 3M | +14.2% | -54.7% | +68.9% | +14.5% |
| 6M | +6.2% | -85.1% | +91.2% | +6.9% |
| YTD | -21.8% | -96.9% | +75.1% | -22.3% |
| 1Y | -23.1% | -98.5% | +75.4% | -24.6% |
| All | -54.8% | -99.9% | +45.1% | -57.2% |
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