-28.4%
QS vs IAG
+119.5%
-147.9%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.7% | +1.6% |
| 7D | -2.3% | -0.5% | -1.8% | -2.3% |
| 30D | -0.7% | +28.9% | -29.6% | -12.6% |
| 3M | -39.6% | +19.1% | -58.8% | -45.2% |
| 6M | -21.7% | -10.3% | -11.5% | -20.8% |
| YTD | -47.4% | +24.2% | -71.6% | -53.5% |
| 1Y | -28.4% | +116.5% | -144.9% | -45.8% |
| All | -28.4% | +119.5% | -147.9% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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