-46.7%
QS vs IAG
+365.7%
-412.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.8% |
| 7D | -3.6% | -1.1% | -2.6% | -3.5% |
| 30D | -17.2% | +12.1% | -29.4% | -19.3% |
| 3M | -27.0% | +25.5% | -52.5% | -30.5% |
| 6M | -24.6% | -7.1% | -17.5% | -24.4% |
| YTD | -49.3% | +22.9% | -72.2% | -51.5% |
| 1Y | -40.3% | +83.3% | -123.7% | -46.2% |
| 3Y | -23.8% | +808.5% | -832.3% | -47.6% |
| 5Y | -75.0% | +838.0% | -912.9% | -83.7% |
| All | -46.7% | +365.7% | -412.4% | -59.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling