-81.0%
QID vs ITOT
+74.3%
-155.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | +0.3% |
| 7D | +1.3% | -0.9% | +2.2% | -0.9% |
| 30D | +2.9% | -1.5% | +4.4% | -0.4% |
| 3M | -0.7% | +3.6% | -4.3% | +10.8% |
| 6M | -29.7% | +13.7% | -43.4% | +1.8% |
| YTD | -27.9% | +12.9% | -40.8% | +3.9% |
| 1Y | -34.6% | +17.2% | -51.8% | +5.3% |
| 3Y | -73.5% | +75.6% | -149.2% | +45.0% |
| All | -81.0% | +74.3% | -155.3% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 5y: compounded portfolio wealth divided by compounded ITOT 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…
5y analysis · Full analysis span regression · 6 months rolling