-16.1%
IP vs QSR
+49.2%
-65.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | -5.3% | +2.4% | -7.7% | -5.9% |
| 30D | -10.9% | +7.6% | -18.5% | -12.6% |
| 3M | +11.2% | +12.6% | -1.5% | +7.6% |
| 6M | -10.2% | +14.4% | -24.6% | -14.1% |
| YTD | -2.0% | +19.6% | -21.6% | -7.6% |
| 1Y | -19.1% | +33.9% | -53.0% | -26.3% |
| 3Y | +20.9% | +27.1% | -6.3% | +9.5% |
| All | -16.1% | +49.2% | -65.3% | -32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling