+22.9%
ITW vs QS
-71.4%
+94.3%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.5% | -5.1% | +2.2% |
| 7D | +6.3% | +4.5% | +1.8% | +6.2% |
| 30D | +11.1% | -4.1% | +15.2% | +11.1% |
| 3M | +0.1% | -22.1% | +22.2% | +0.5% |
| 6M | +18.1% | -38.4% | +56.5% | +18.7% |
| YTD | +21.4% | -57.5% | +78.9% | +23.7% |
| 1Y | +22.9% | -71.3% | +94.2% | +25.7% |
| All | +22.9% | -71.4% | +94.3% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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