+2.3%
IP vs QSR
+23.8%
-21.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.5% | -4.0% | +0.3% |
| 7D | +3.4% | +5.2% | -1.8% | +2.2% |
| 30D | +11.2% | +12.2% | -0.9% | +8.5% |
| 3M | -14.8% | +7.0% | -21.8% | -16.1% |
| 6M | +17.3% | -0.3% | +17.6% | +16.0% |
| YTD | -6.2% | +18.0% | -24.2% | -13.5% |
| 1Y | +2.3% | +22.6% | -20.3% | -8.7% |
| All | +2.3% | +23.8% | -21.5% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 1y: compounded portfolio wealth divided by compounded QSR 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…
1y analysis · Full analysis span regression · 6 months rolling