+85.9%
ICE vs QS
-62.6%
+148.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.2% | +5.5% | +0.5% |
| 7D | +3.6% | -14.0% | +17.6% | +4.0% |
| 30D | +15.1% | -6.4% | +21.4% | +15.2% |
| 3M | +15.4% | -40.3% | +55.6% | +16.9% |
| 6M | +16.1% | -57.5% | +73.6% | +18.6% |
| YTD | +11.4% | -64.7% | +76.0% | +14.1% |
| 1Y | +18.5% | -72.9% | +91.3% | +22.4% |
| 3Y | +70.5% | -33.5% | +104.0% | +65.7% |
| 5Y | +40.9% | -90.5% | +131.4% | +39.4% |
| All | +85.9% | -62.6% | +148.5% | +91.3% |
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