-22.0%
QID vs XHB
+5.8%
-27.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.4% | -7.3% | +0.7% |
| 7D | +9.8% | +9.7% | 0.0% | +14.8% |
| 30D | +18.9% | +11.7% | +7.3% | +25.4% |
| 3M | +9.6% | -1.4% | +10.9% | +8.2% |
| 6M | -7.8% | +6.8% | -14.6% | -3.6% |
| YTD | -23.3% | +5.5% | -28.8% | -18.0% |
| 1Y | -22.0% | +5.1% | -27.2% | -16.6% |
| All | -22.0% | +5.8% | -27.8% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 1y: compounded portfolio wealth divided by compounded XHB 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…
1y analysis · Full analysis span regression · 6 months rolling