-100.0%
QID vs IAG
+114.5%
-214.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.6% | +2.8% |
| 7D | -7.1% | -7.7% | +0.5% | -8.1% |
| 30D | +12.6% | +1.6% | +11.1% | +13.4% |
| 3M | +14.2% | -2.4% | +16.7% | +14.9% |
| 6M | +6.2% | -7.8% | +14.0% | +7.3% |
| YTD | -21.8% | +5.0% | -26.8% | -18.4% |
| 1Y | -23.1% | +25.7% | -48.8% | -17.6% |
| 3Y | -71.3% | +694.5% | -765.8% | -59.0% |
| 5Y | -77.0% | +421.7% | -498.7% | -66.7% |
| 10Y | -99.0% | +382.5% | -481.5% | -98.5% |
| All | -100.0% | +114.5% | -214.5% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling