-100.0%
QID vs M
+35.4%
-135.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.5% |
| 7D | +1.8% | +5.0% | -3.3% | +4.4% |
| 30D | +21.6% | +10.6% | +11.0% | +27.4% |
| 3M | +12.6% | +1.6% | +11.0% | +14.5% |
| 6M | +6.9% | +30.8% | -23.9% | +21.5% |
| YTD | -20.5% | +16.9% | -37.4% | -12.5% |
| 1Y | -18.1% | +26.3% | -44.3% | -6.7% |
| 3Y | -70.7% | +158.6% | -229.3% | -49.3% |
| 5Y | -77.2% | +2.1% | -79.3% | -66.7% |
| 10Y | -99.0% | -4.3% | -94.7% | -98.3% |
| All | -100.0% | +35.4% | -135.4% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling