-100.0%
QID vs XHB
+289.2%
-389.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | -1.9% |
| 7D | -2.7% | +0.2% | -2.9% | -2.5% |
| 30D | +1.8% | -9.1% | +10.9% | -6.6% |
| 3M | -2.2% | -2.3% | +0.2% | -2.9% |
| 6M | -32.1% | -4.1% | -28.0% | -32.6% |
| YTD | -28.6% | -1.7% | -26.9% | -27.2% |
| 1Y | -36.3% | -15.1% | -21.2% | -43.1% |
| 3Y | -74.4% | +26.8% | -101.2% | -62.4% |
| 5Y | -80.8% | +37.3% | -118.1% | -61.6% |
| 10Y | -99.1% | +205.7% | -304.8% | -94.8% |
| All | -100.0% | +289.2% | -389.2% | -99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling