-99.8%
QID vs INDA
+111.6%
-211.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | -1.4% |
| 7D | -2.7% | -1.0% | -1.8% | -3.7% |
| 30D | +1.8% | -2.5% | +4.3% | -0.8% |
| 3M | -2.2% | +4.0% | -6.1% | +2.4% |
| 6M | -32.1% | -1.8% | -30.3% | -31.9% |
| YTD | -28.6% | -9.2% | -19.4% | -33.4% |
| 1Y | -36.3% | -7.2% | -29.1% | -39.2% |
| 3Y | -74.4% | +9.8% | -84.2% | -69.5% |
| 5Y | -80.8% | +7.5% | -88.3% | -75.0% |
| 10Y | -99.1% | +80.8% | -179.9% | -97.6% |
| All | -99.8% | +111.6% | -211.5% | -99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling