+21.2%
IP vs QSR
+122.5%
-101.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -1.2% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | -11.2% | +5.9% | -17.2% | -13.2% |
| 3M | +12.3% | +10.5% | +1.8% | +8.2% |
| 6M | -5.2% | +7.7% | -13.0% | -8.4% |
| YTD | -4.0% | +16.8% | -20.7% | -10.2% |
| 1Y | -19.2% | +30.9% | -50.1% | -27.7% |
| 3Y | +20.3% | +28.2% | -7.9% | +6.2% |
| 5Y | -17.5% | +45.0% | -62.5% | -31.8% |
| 10Y | +21.2% | +127.3% | -106.1% | -17.9% |
| All | +21.2% | +122.5% | -101.3% | -17.9% |
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