-18.1%
QID vs M
+26.3%
-44.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.4% |
| 7D | +1.8% | +5.0% | -3.3% | +3.4% |
| 30D | +21.6% | +10.6% | +11.0% | +25.0% |
| 3M | +12.6% | +1.6% | +11.0% | +13.7% |
| 6M | +6.9% | +30.8% | -23.9% | +15.6% |
| YTD | -20.5% | +16.9% | -37.4% | -14.2% |
| 1Y | -18.1% | +26.3% | -44.3% | -9.2% |
| All | -18.1% | +26.3% | -44.4% | -9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling