-71.3%
QID vs XHB
+35.8%
-107.1%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +3.1% |
| 7D | -7.1% | -0.2% | -6.9% | -7.1% |
| 30D | +12.6% | +9.9% | +2.7% | +20.3% |
| 3M | +14.2% | -6.3% | +20.5% | +9.9% |
| 6M | +6.2% | +3.8% | +2.3% | +11.3% |
| YTD | -21.8% | +0.1% | -21.9% | -18.4% |
| 1Y | -23.1% | -0.8% | -22.3% | -20.2% |
| 3Y | -71.3% | +35.6% | -106.9% | -60.6% |
| All | -71.3% | +35.8% | -107.1% | -60.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling