-24.7%
QS vs IAG
+817.0%
-841.6%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +2.1% | -8.8% | -7.2% |
| 7D | -4.2% | +1.7% | -5.9% | -4.7% |
| 30D | -15.7% | +11.4% | -27.1% | -18.3% |
| 3M | -28.7% | +33.0% | -61.7% | -34.4% |
| 6M | -23.2% | -6.0% | -17.2% | -23.7% |
| YTD | -49.9% | +24.6% | -74.5% | -52.8% |
| 1Y | -38.8% | +105.0% | -143.8% | -47.1% |
| All | -24.7% | +817.0% | -841.6% | -54.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling