-10.2%
IP vs Q
+1.4%
-11.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.8% |
| 7D | -5.3% | +0.2% | -5.5% | -5.3% |
| 30D | -10.9% | -11.1% | +0.3% | -8.4% |
| 3M | +11.2% | -22.1% | +33.3% | +16.3% |
| 6M | -10.2% | +0.5% | -10.7% | -19.7% |
| All | -10.2% | +1.4% | -11.6% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 6mo: compounded portfolio wealth divided by compounded Q 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…
6mo analysis · Full analysis span regression · 6 months rolling