-100.0%
QID vs IFF
+281.5%
-381.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.6% | +2.1% |
| 7D | +2.7% | -2.8% | +5.5% | +0.4% |
| 30D | +3.3% | -1.1% | +4.4% | +2.4% |
| 3M | -5.5% | +13.8% | -19.4% | +5.5% |
| 6M | -28.4% | +16.7% | -45.1% | -16.8% |
| YTD | -26.6% | +26.1% | -52.7% | -8.9% |
| 1Y | -34.1% | +33.5% | -67.6% | -13.9% |
| 3Y | -73.7% | +31.6% | -105.3% | -63.0% |
| 5Y | -80.7% | -34.9% | -45.8% | -83.1% |
| 10Y | -99.1% | -20.3% | -78.8% | -98.8% |
| All | -100.0% | +281.5% | -381.4% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling