+81.8%
XLI vs QID
-80.8%
+162.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.8% | +0.6% |
| 7D | -1.7% | +1.3% | -2.9% | -1.3% |
| 30D | -7.3% | +2.9% | -10.2% | -6.4% |
| 3M | -1.3% | -0.7% | -0.6% | -0.7% |
| 6M | +2.2% | -29.7% | +31.9% | -5.9% |
| YTD | +11.7% | -27.9% | +39.6% | +3.9% |
| 1Y | +14.3% | -34.6% | +48.8% | +4.0% |
| 3Y | +70.3% | -73.5% | +143.9% | +28.2% |
| All | +81.8% | -80.8% | +162.6% | +33.5% |
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 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