+29.1%
IP vs QS
-62.6%
+91.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.2% | +6.6% | +1.7% |
| 7D | -0.3% | -14.0% | +13.7% | +0.5% |
| 30D | +7.9% | -6.4% | +14.3% | +8.2% |
| 3M | -15.3% | -40.3% | +24.9% | -13.2% |
| 6M | +10.5% | -57.5% | +68.0% | +14.7% |
| YTD | -9.4% | -64.7% | +55.3% | -5.5% |
| 1Y | -4.6% | -72.9% | +68.3% | +0.6% |
| 3Y | +21.2% | -33.5% | +54.7% | +17.9% |
| 5Y | -13.3% | -90.5% | +77.2% | -13.4% |
| All | +29.1% | -62.6% | +91.8% | +28.1% |
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