-99.1%
QID vs URA
+361.2%
-460.3%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.0% | +6.3% | 0.0% |
| 7D | +2.7% | -1.5% | +4.3% | +1.9% |
| 30D | +3.3% | -0.4% | +3.7% | +3.7% |
| 3M | -5.5% | +6.3% | -11.8% | +0.6% |
| 6M | -28.4% | -14.0% | -14.4% | -30.1% |
| YTD | -26.6% | +5.3% | -31.9% | -17.6% |
| 1Y | -34.1% | +11.7% | -45.8% | -21.2% |
| 3Y | -73.7% | +109.8% | -183.5% | -46.6% |
| 5Y | -80.7% | +108.0% | -188.6% | -51.7% |
| All | -99.1% | +361.2% | -460.3% | -94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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