-73.7%
QID vs IAG
+817.0%
-890.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.9% |
| 7D | -1.9% | +1.7% | -3.6% | -1.6% |
| 30D | +1.7% | +11.4% | -9.7% | +4.1% |
| 3M | -3.9% | +33.0% | -36.9% | +2.9% |
| 6M | -30.0% | -6.0% | -24.0% | -28.0% |
| YTD | -28.2% | +24.6% | -52.8% | -22.3% |
| 1Y | -35.6% | +105.0% | -140.6% | -23.8% |
| All | -73.7% | +817.0% | -890.6% | -61.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling