-73.5%
QID vs IFF
+29.0%
-102.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -2.0% |
| 7D | +1.3% | -3.2% | +4.4% | +0.1% |
| 30D | +2.9% | -0.3% | +3.2% | +2.9% |
| 3M | -0.7% | +8.4% | -9.2% | +2.6% |
| 6M | -29.7% | +23.0% | -52.7% | -22.4% |
| YTD | -27.9% | +25.5% | -53.3% | -19.1% |
| 1Y | -34.6% | +29.1% | -63.6% | -25.4% |
| 3Y | -73.5% | +31.7% | -105.2% | -68.0% |
| All | -73.5% | +29.0% | -102.5% | -68.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling