-99.1%
QID vs IAG
+427.6%
-526.7%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -1.7% |
| 7D | +1.3% | -1.1% | +2.3% | +1.1% |
| 30D | +2.9% | +12.1% | -9.2% | +4.8% |
| 3M | -0.7% | +25.5% | -26.2% | +3.3% |
| 6M | -29.7% | -7.1% | -22.6% | -28.6% |
| YTD | -27.9% | +22.9% | -50.7% | -23.7% |
| 1Y | -34.6% | +83.3% | -117.9% | -26.8% |
| 3Y | -73.5% | +808.5% | -882.0% | -62.8% |
| 5Y | -81.0% | +838.0% | -919.0% | -71.4% |
| All | -99.1% | +427.6% | -526.7% | -98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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