+31.8%
IP vs QS
-54.8%
+86.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | -1.0% |
| 7D | 0.0% | +8.0% | -8.0% | -0.4% |
| 30D | +9.4% | -2.8% | +12.2% | +9.4% |
| 3M | -14.1% | -28.1% | +14.1% | -12.7% |
| 6M | +9.2% | -41.0% | +50.2% | +11.5% |
| YTD | -7.5% | -57.3% | +49.8% | -4.5% |
| 1Y | -2.8% | -72.7% | +69.9% | +2.4% |
| 3Y | +21.2% | -18.6% | +39.9% | +16.7% |
| 5Y | -11.5% | -87.0% | +75.5% | -12.6% |
| All | +31.8% | -54.8% | +86.6% | +29.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling