+34.0%
XLB vs QID
-80.8%
+114.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | -0.1% |
| 7D | -2.8% | +1.3% | -4.1% | -2.5% |
| 30D | -3.1% | +2.9% | -6.0% | -2.3% |
| 3M | -0.2% | -0.7% | +0.6% | +0.2% |
| 6M | +3.1% | -29.7% | +32.7% | -5.1% |
| YTD | +13.3% | -27.9% | +41.1% | +5.3% |
| 1Y | +12.0% | -34.6% | +46.6% | +1.8% |
| 3Y | +31.4% | -73.5% | +104.9% | -2.3% |
| All | +34.0% | -80.8% | +114.7% | -4.1% |
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