-99.2%
QID vs M
-7.1%
-92.1%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.2% | +4.7% | -0.6% |
| 7D | -1.9% | -4.1% | +2.1% | -3.0% |
| 30D | +1.7% | -13.6% | +15.3% | -2.1% |
| 3M | -3.9% | -2.3% | -1.6% | -3.9% |
| 6M | -30.0% | +21.9% | -51.9% | -25.1% |
| YTD | -28.2% | -0.6% | -27.6% | -26.9% |
| 1Y | -35.6% | +29.7% | -65.4% | -29.0% |
| 3Y | -74.3% | +107.3% | -181.6% | -64.5% |
| 5Y | -80.8% | +20.5% | -101.3% | -73.9% |
| 10Y | -99.2% | -6.1% | -93.1% | -98.6% |
| All | -99.2% | -7.1% | -92.1% | -98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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