+692.9%
XLI vs QID
-100.0%
+792.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.3% |
| 7D | -1.1% | -0.6% | -0.4% | -1.3% |
| 30D | -5.9% | 0.0% | -5.9% | -5.8% |
| 3M | -0.3% | +3.7% | -4.0% | +2.5% |
| 6M | +0.1% | -29.9% | +30.0% | -10.6% |
| YTD | +13.6% | -28.8% | +42.4% | +2.4% |
| 1Y | +17.2% | -37.2% | +54.4% | +1.4% |
| 3Y | +68.2% | -73.7% | +141.9% | +12.8% |
| 5Y | +80.7% | -80.7% | +161.5% | +22.1% |
| 10Y | +253.3% | -99.1% | +352.4% | -18.0% |
| All | +692.9% | -100.0% | +792.9% | -43.1% |
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 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