+14.8%
IP vs QS
-30.4%
+45.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.3% | +0.6% |
| 7D | -5.1% | +5.4% | -10.5% | -5.4% |
| 30D | +8.5% | -5.3% | +13.8% | +8.8% |
| 3M | -13.8% | -22.6% | +8.8% | -12.7% |
| 6M | +5.7% | -46.2% | +51.9% | +8.8% |
| YTD | -9.1% | -58.9% | +49.8% | -5.7% |
| 1Y | -0.8% | -73.1% | +72.3% | +4.9% |
| 3Y | +14.8% | -27.2% | +42.0% | +6.0% |
| All | +14.8% | -30.4% | +45.2% | +6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling