+55.4%
IOT vs QS
-77.5%
+132.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.6% |
| 7D | -4.5% | -3.6% | -0.9% | -3.7% |
| 30D | -2.4% | -17.2% | +14.8% | +2.0% |
| 3M | +19.0% | -27.0% | +45.9% | +26.7% |
| 6M | +19.6% | -24.6% | +44.2% | +23.3% |
| YTD | +8.3% | -49.3% | +57.6% | +22.6% |
| 1Y | -0.8% | -40.3% | +39.5% | +2.6% |
| 3Y | +24.4% | -23.8% | +48.2% | -7.1% |
| All | +55.4% | -77.5% | +132.9% | +83.3% |
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