+13.8%
IP vs QS
-33.2%
+47.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -7.2% | +3.3% | -3.5% |
| 7D | -5.0% | -2.1% | -2.8% | -4.9% |
| 30D | +6.5% | -11.6% | +18.1% | +7.2% |
| 3M | -18.0% | -25.5% | +7.5% | -16.7% |
| 6M | +10.3% | -43.4% | +53.7% | +13.3% |
| YTD | -9.9% | -60.6% | +50.7% | -6.2% |
| 1Y | -1.1% | -75.9% | +74.9% | +5.2% |
| All | +13.8% | -33.2% | +47.0% | +5.4% |
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 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