-99.1%
QID vs INDA
+84.7%
-183.8%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.7% | -0.7% |
| 7D | +1.3% | -2.7% | +4.0% | -1.9% |
| 30D | +2.9% | -2.8% | +5.7% | -0.3% |
| 3M | -0.7% | +1.6% | -2.4% | +1.9% |
| 6M | -29.7% | -1.4% | -28.3% | -29.1% |
| YTD | -27.9% | -10.1% | -17.7% | -34.5% |
| 1Y | -34.6% | -8.8% | -25.8% | -39.4% |
| 3Y | -73.5% | +7.6% | -81.1% | -68.3% |
| 5Y | -81.0% | +5.8% | -86.8% | -74.8% |
| All | -99.1% | +84.7% | -183.8% | -97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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