+26.8%
IP vs QSR
+134.8%
-108.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +3.0% |
| 7D | -3.0% | +3.9% | -6.9% | -4.4% |
| 30D | +10.6% | +9.3% | +1.4% | +7.0% |
| 3M | -13.6% | +5.9% | -19.4% | -15.6% |
| 6M | +10.4% | -1.0% | +11.4% | +10.4% |
| YTD | -6.5% | +16.7% | -23.2% | -12.6% |
| 1Y | -2.1% | +18.6% | -20.7% | -9.1% |
| 3Y | +22.0% | +25.4% | -3.4% | +8.7% |
| 5Y | -9.7% | +59.0% | -68.7% | -28.2% |
| 10Y | +26.8% | +130.4% | -103.6% | -11.8% |
| All | +26.8% | +134.8% | -108.0% | -11.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling