-75.4%
QS vs IAG
+796.9%
-872.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.3% |
| 7D | -5.0% | -4.1% | -0.9% | -4.1% |
| 30D | -18.3% | +10.6% | -28.9% | -20.3% |
| 3M | -26.0% | +35.4% | -61.4% | -31.3% |
| 6M | -24.0% | -9.5% | -14.5% | -23.5% |
| YTD | -50.3% | +21.8% | -72.1% | -52.7% |
| 1Y | -38.0% | +84.1% | -122.1% | -45.1% |
| 3Y | -24.6% | +817.4% | -842.0% | -52.3% |
| 5Y | -75.4% | +830.1% | -905.5% | -82.3% |
| All | -75.4% | +796.9% | -872.3% | -82.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling