+29.5%
XLB vs QID
-21.1%
+50.6%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +2.2% |
| 7D | +3.9% | +9.8% | -5.9% | +5.4% |
| 30D | +8.9% | +18.9% | -10.0% | +12.0% |
| 3M | +4.1% | +9.6% | -5.5% | +5.8% |
| 6M | +7.3% | -7.8% | +15.1% | +5.9% |
| YTD | +20.4% | -23.3% | +43.7% | +14.2% |
| 1Y | +29.5% | -22.0% | +51.6% | +23.6% |
| All | +29.5% | -21.1% | +50.6% | +23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling