+613.1%
IBKR vs QS
-47.4%
+660.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -3.8% | -5.0% | +1.2% | -3.4% |
| 30D | -0.3% | -18.3% | +18.0% | +1.3% |
| 3M | +4.8% | -26.0% | +30.8% | +7.0% |
| 6M | +30.8% | -24.0% | +54.8% | +33.0% |
| YTD | +39.5% | -50.3% | +89.7% | +46.2% |
| 1Y | +43.7% | -38.0% | +81.6% | +47.3% |
| 3Y | +284.7% | -24.6% | +309.3% | +272.0% |
| 5Y | +484.9% | -75.4% | +560.3% | +480.2% |
| All | +613.1% | -47.4% | +660.5% | +594.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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