+61.7%
ICE vs QS
-47.4%
+109.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.3% | -0.4% |
| 7D | -5.3% | -5.0% | -0.4% | -5.2% |
| 30D | +3.0% | -18.3% | +21.3% | +3.6% |
| 3M | +11.4% | -26.0% | +37.4% | +12.2% |
| 6M | -2.0% | -24.0% | +22.0% | -1.7% |
| YTD | -3.1% | -50.3% | +47.2% | -1.6% |
| 1Y | -8.4% | -38.0% | +29.6% | -8.2% |
| 3Y | +40.7% | -24.6% | +65.3% | +36.5% |
| 5Y | +40.0% | -75.4% | +115.4% | +36.7% |
| All | +61.7% | -47.4% | +109.1% | +65.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling