-99.1%
QID vs XHB
+215.4%
-314.5%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -0.1% |
| 7D | +1.3% | -4.6% | +5.9% | -3.5% |
| 30D | +2.9% | -9.1% | +12.1% | -6.4% |
| 3M | -0.7% | -8.6% | +7.8% | -8.4% |
| 6M | -29.7% | -4.0% | -25.7% | -30.2% |
| YTD | -27.9% | -3.9% | -23.9% | -28.1% |
| 1Y | -34.6% | -16.5% | -18.1% | -43.6% |
| 3Y | -73.5% | +22.6% | -96.1% | -59.9% |
| 5Y | -81.0% | +33.9% | -114.9% | -58.2% |
| All | -99.1% | +215.4% | -314.5% | -93.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling