-17.6%
IP vs QSR
+32.3%
-49.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | -5.3% | +2.4% | -7.7% | -5.7% |
| 30D | -10.9% | +7.6% | -18.5% | -12.0% |
| 3M | +11.2% | +12.6% | -1.5% | +9.1% |
| 6M | -10.2% | +14.4% | -24.6% | -13.9% |
| YTD | -2.0% | +19.6% | -21.6% | -7.8% |
| All | -17.6% | +32.3% | -49.8% | -22.0% |
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