-99.1%
QID vs IFF
-20.3%
-78.9%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -2.1% |
| 7D | +1.3% | -3.2% | +4.4% | -0.7% |
| 30D | +2.9% | -0.3% | +3.2% | +2.8% |
| 3M | -0.7% | +8.4% | -9.2% | +4.7% |
| 6M | -29.7% | +23.0% | -52.7% | -18.0% |
| YTD | -27.9% | +25.5% | -53.3% | -14.6% |
| 1Y | -34.6% | +29.1% | -63.6% | -20.8% |
| 3Y | -73.5% | +31.7% | -105.2% | -64.8% |
| 5Y | -81.0% | -35.2% | -45.8% | -82.3% |
| All | -99.1% | -20.3% | -78.9% | -98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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