+100.8%
IT vs QSR
+206.0%
-105.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.0% |
| 7D | -9.1% | -2.4% | -6.8% | -8.1% |
| 30D | -12.2% | +5.7% | -17.9% | -14.2% |
| 3M | +7.8% | +6.9% | +0.9% | +5.1% |
| 6M | +2.0% | +6.9% | -4.9% | -0.9% |
| YTD | -32.7% | +14.9% | -47.6% | -36.6% |
| 1Y | -31.1% | +29.1% | -60.2% | -38.3% |
| 3Y | -52.1% | +26.1% | -78.2% | -57.3% |
| 5Y | -46.3% | +42.3% | -88.6% | -54.8% |
| 10Y | +91.4% | +134.0% | -42.6% | +31.5% |
| All | +100.8% | +206.0% | -105.1% | +29.6% |
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