-77.0%
QID vs XHB
+28.9%
-105.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +3.3% |
| 7D | -7.1% | -0.2% | -6.9% | -7.1% |
| 30D | +12.6% | +9.9% | +2.7% | +24.0% |
| 3M | +14.2% | -6.3% | +20.5% | +7.8% |
| 6M | +6.2% | +3.8% | +2.3% | +13.2% |
| YTD | -21.8% | +0.1% | -21.9% | -18.1% |
| 1Y | -23.1% | -0.8% | -22.3% | -20.1% |
| 3Y | -71.3% | +35.6% | -106.9% | -48.6% |
| All | -77.0% | +28.9% | -105.9% | -45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling