-70.8%
QXO vs QID
-80.8%
+10.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +1.9% | -0.4% |
| 7D | -7.8% | +1.3% | -9.1% | -7.4% |
| 30D | -18.1% | +2.9% | -21.0% | -17.2% |
| 3M | -25.8% | -0.7% | -25.0% | -24.9% |
| 6M | -41.7% | -29.7% | -12.0% | -45.4% |
| YTD | -36.2% | -27.9% | -8.3% | -39.5% |
| 1Y | -42.1% | -34.6% | -7.5% | -45.8% |
| 3Y | -46.2% | -73.5% | +27.4% | -55.5% |
| All | -70.8% | -80.8% | +10.0% | -71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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