+67.4%
ICE vs QS
-44.4%
+111.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.0% |
| 7D | -0.7% | -2.3% | +1.7% | -0.6% |
| 30D | +7.6% | -0.7% | +8.3% | +7.6% |
| 3M | +13.9% | -39.6% | +53.6% | +15.4% |
| 6M | -2.4% | -21.7% | +19.4% | -2.1% |
| YTD | +0.3% | -47.4% | +47.7% | +1.7% |
| 1Y | -6.4% | -28.4% | +21.9% | -6.7% |
| 3Y | +43.1% | -22.6% | +65.7% | +38.7% |
| 5Y | +42.1% | -75.6% | +117.7% | +38.6% |
| All | +67.4% | -44.4% | +111.7% | +70.5% |
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