-30.0%
QID vs IFF
+17.2%
-47.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.1% |
| 7D | -1.9% | -3.0% | +1.1% | -2.6% |
| 30D | +1.7% | -0.9% | +2.6% | +1.5% |
| 3M | -3.9% | +11.8% | -15.8% | -0.2% |
| 6M | -30.0% | +16.5% | -46.5% | -25.1% |
| All | -30.0% | +17.2% | -47.2% | -25.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling