-80.8%
QID vs URA
+131.0%
-211.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.8% | +2.0% |
| 7D | -2.7% | +8.1% | -10.8% | +1.6% |
| 30D | +1.8% | +5.8% | -4.0% | +5.5% |
| 3M | -2.2% | +3.4% | -5.6% | +2.6% |
| 6M | -32.1% | -2.6% | -29.5% | -28.8% |
| YTD | -28.6% | +11.2% | -39.7% | -17.7% |
| 1Y | -36.3% | +19.8% | -56.2% | -21.0% |
| 3Y | -74.4% | +121.5% | -195.9% | -46.9% |
| 5Y | -80.8% | +134.5% | -215.2% | -49.7% |
| All | -80.8% | +131.0% | -211.8% | -49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling