-58.8%
QID vs BIYA
-99.8%
+41.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.4% | -0.3% |
| 7D | -0.6% | +1.3% | -2.0% | -0.6% |
| 30D | 0.0% | -21.0% | +21.0% | +0.1% |
| 3M | +3.7% | -74.3% | +78.0% | +4.3% |
| 6M | -29.9% | -84.6% | +54.8% | -29.7% |
| YTD | -28.8% | -94.2% | +65.4% | -29.3% |
| 1Y | -37.2% | -98.2% | +61.1% | -39.3% |
| All | -58.8% | -99.8% | +41.0% | -61.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling