+54.4%
ITW vs QS
-47.0%
+101.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.6% | +4.9% | -1.5% |
| 7D | -1.9% | -4.2% | +2.3% | -1.8% |
| 30D | -10.4% | -15.7% | +5.3% | -9.9% |
| 3M | +3.5% | -28.7% | +32.2% | +4.5% |
| 6M | -3.4% | -23.2% | +19.9% | -2.9% |
| YTD | +8.5% | -49.9% | +58.4% | +10.5% |
| 1Y | +3.2% | -38.8% | +42.0% | +3.6% |
| 3Y | +18.9% | -24.0% | +42.9% | +15.4% |
| 5Y | +35.0% | -75.6% | +110.6% | +31.3% |
| All | +54.4% | -47.0% | +101.4% | +58.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling