+433.6%
XLB vs QID
-100.0%
+533.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | +0.3% |
| 7D | +0.5% | +1.8% | -1.3% | +1.6% |
| 30D | +6.9% | +21.6% | -14.7% | +16.2% |
| 3M | -0.2% | +12.6% | -12.8% | +5.5% |
| 6M | +3.3% | +6.9% | -3.6% | +8.1% |
| YTD | +18.0% | -20.5% | +38.6% | +10.8% |
| 1Y | +24.2% | -18.1% | +42.3% | +18.3% |
| 3Y | +44.7% | -70.7% | +115.4% | -2.2% |
| 5Y | +31.6% | -77.2% | +108.8% | -7.7% |
| 10Y | +164.2% | -99.0% | +263.3% | -43.7% |
| All | +433.6% | -100.0% | +533.6% | -68.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling