+10.5%
IP vs QSR
+211.4%
-200.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.2% |
| 7D | -5.1% | +7.3% | -12.4% | -7.4% |
| 30D | +8.5% | +11.9% | -3.4% | +4.2% |
| 3M | -13.8% | +7.5% | -21.3% | -16.2% |
| 6M | +5.7% | +2.5% | +3.3% | +4.4% |
| YTD | -9.1% | +17.0% | -26.1% | -15.0% |
| 1Y | -0.8% | +18.1% | -18.9% | -7.6% |
| 3Y | +14.8% | +28.6% | -13.8% | +1.7% |
| 5Y | -11.5% | +55.8% | -67.3% | -28.3% |
| 10Y | +27.9% | +140.5% | -112.6% | -14.4% |
| All | +10.5% | +211.4% | -200.9% | -31.0% |
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