-99.1%
QID vs QSR
+135.2%
-234.3%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.4% |
| 7D | +1.3% | -4.0% | +5.3% | -1.3% |
| 30D | +2.9% | +2.8% | +0.2% | +4.9% |
| 3M | -0.7% | +5.1% | -5.8% | +2.5% |
| 6M | -29.7% | +8.8% | -38.5% | -25.5% |
| YTD | -27.9% | +14.8% | -42.7% | -20.6% |
| 1Y | -34.6% | +25.7% | -60.3% | -23.1% |
| 3Y | -73.5% | +27.5% | -101.1% | -66.8% |
| 5Y | -81.0% | +41.3% | -122.3% | -71.2% |
| All | -99.1% | +135.2% | -234.3% | -97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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