-80.8%
QID vs M
+24.8%
-105.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | -0.7% |
| 7D | -2.7% | +2.4% | -5.1% | -1.9% |
| 30D | +1.8% | -11.6% | +13.4% | -2.7% |
| 3M | -2.2% | +1.6% | -3.8% | -0.7% |
| 6M | -32.1% | +25.2% | -57.4% | -24.8% |
| YTD | -28.6% | +3.8% | -32.3% | -25.8% |
| 1Y | -36.3% | +36.3% | -72.7% | -25.5% |
| 3Y | -74.4% | +116.3% | -190.7% | -58.0% |
| 5Y | -80.8% | +28.2% | -108.9% | -71.4% |
| All | -80.8% | +24.8% | -105.6% | -71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling