-25.5%
IT vs QSR
+28.6%
-54.1%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.6% | +4.6% | +5.0% |
| 7D | -3.7% | -4.0% | +0.3% | -1.6% |
| 30D | +0.1% | +2.8% | -2.7% | -1.0% |
| 3M | +20.7% | +5.1% | +15.6% | +18.8% |
| 6M | +12.0% | +8.8% | +3.2% | +7.9% |
| YTD | -28.8% | +14.8% | -43.6% | -32.3% |
| 1Y | -25.5% | +25.7% | -51.2% | -29.2% |
| All | -25.5% | +28.6% | -54.1% | -29.2% |
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