-87.4%
QID vs BOXX
+18.5%
-105.9%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.7% |
| 7D | +1.3% | +0.1% | +1.2% | +1.3% |
| 30D | +2.9% | +0.3% | +2.6% | +3.4% |
| 3M | -0.7% | +1.0% | -1.8% | +0.9% |
| 6M | -29.7% | +1.9% | -31.6% | -26.5% |
| YTD | -27.9% | +2.7% | -30.6% | -22.7% |
| 1Y | -34.6% | +4.0% | -38.6% | -27.4% |
| 3Y | -73.5% | +14.7% | -88.2% | -75.9% |
| All | -87.4% | +18.5% | -105.9% | -89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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