-14.8%
IP vs QS
-90.0%
+75.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.8% | +5.8% | -1.4% |
| 7D | -0.9% | -5.6% | +4.7% | -0.4% |
| 30D | +6.7% | -5.8% | +12.5% | +7.1% |
| 3M | -16.6% | -39.2% | +22.6% | -13.3% |
| 6M | +6.0% | -53.9% | +59.9% | +11.9% |
| YTD | -10.7% | -62.8% | +52.1% | -4.6% |
| 1Y | -6.7% | -73.5% | +66.8% | +2.1% |
| 3Y | +17.1% | -29.1% | +46.2% | +8.1% |
| All | -14.8% | -90.0% | +75.2% | -19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling