+19.2%
IP vs QSR
+218.5%
-199.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | -5.3% | +2.4% | -7.7% | -6.1% |
| 30D | -10.9% | +7.6% | -18.5% | -13.2% |
| 3M | +11.2% | +12.6% | -1.5% | +6.4% |
| 6M | -10.2% | +14.4% | -24.6% | -15.1% |
| YTD | -2.0% | +19.6% | -21.6% | -8.9% |
| 1Y | -19.1% | +33.9% | -53.0% | -28.0% |
| 3Y | +20.9% | +27.1% | -6.3% | +7.6% |
| 5Y | -17.8% | +48.5% | -66.4% | -32.1% |
| 10Y | +23.5% | +126.2% | -102.7% | -15.7% |
| All | +19.2% | +218.5% | -199.3% | -26.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling