+26.6%
IP vs QS
-19.4%
+46.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.2% |
| 7D | -5.3% | -2.3% | -2.9% | -5.1% |
| 30D | -10.9% | -0.7% | -10.1% | -10.8% |
| 3M | +11.2% | -39.6% | +50.8% | +13.9% |
| 6M | -10.2% | -21.7% | +11.5% | -9.5% |
| YTD | -2.0% | -47.4% | +45.4% | +0.6% |
| 1Y | -19.1% | -28.4% | +9.3% | -19.0% |
| All | +26.6% | -19.4% | +46.1% | +18.7% |
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