+253.9%
XLI vs QID
-99.2%
+353.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.8% | +0.5% |
| 7D | -1.7% | +1.3% | -2.9% | -1.2% |
| 30D | -7.3% | +2.9% | -10.2% | -6.3% |
| 3M | -1.3% | -0.7% | -0.6% | -0.7% |
| 6M | +2.2% | -29.7% | +31.9% | -6.9% |
| YTD | +11.7% | -27.9% | +39.6% | +2.9% |
| 1Y | +14.3% | -34.6% | +48.8% | +2.7% |
| 3Y | +70.3% | -73.5% | +143.9% | +22.8% |
| 5Y | +82.3% | -81.0% | +163.3% | +32.2% |
| All | +253.9% | -99.2% | +353.1% | +11.5% |
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