+284.5%
ROIV vs QID
-87.8%
+372.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.5% | -5.0% | -4.3% |
| 7D | +9.2% | -11.8% | +21.0% | +5.2% |
| 30D | +19.9% | +14.2% | +5.7% | +26.1% |
| 3M | +10.6% | +8.8% | +1.8% | +14.8% |
| 6M | +36.1% | +1.5% | +34.6% | +39.8% |
| YTD | +84.3% | -23.8% | +108.1% | +74.8% |
| 1Y | +87.6% | -22.0% | +109.6% | +79.6% |
| 3Y | +353.9% | -71.9% | +425.8% | +236.4% |
| 5Y | +376.1% | -77.6% | +453.6% | +231.4% |
| All | +284.5% | -87.8% | +372.4% | +154.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling