+213.7%
ICE vs QSR
+135.2%
+78.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | -2.4% | -4.0% | +1.6% | -1.2% |
| 30D | +4.0% | +2.8% | +1.3% | +3.1% |
| 3M | +13.7% | +5.1% | +8.6% | +11.8% |
| 6M | +0.9% | +8.8% | -7.9% | -1.9% |
| YTD | -2.1% | +14.8% | -17.0% | -6.6% |
| 1Y | -9.5% | +25.7% | -35.2% | -16.2% |
| 3Y | +42.1% | +27.5% | +14.6% | +29.1% |
| 5Y | +41.4% | +41.3% | +0.1% | +23.0% |
| All | +213.7% | +135.2% | +78.5% | +120.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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