-62.8%
QS vs IAG
+298.2%
-361.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.1% | -6.2% | -5.4% |
| 7D | -14.0% | -7.7% | -6.3% | -12.5% |
| 30D | -6.4% | +1.6% | -7.9% | -6.7% |
| 3M | -40.3% | -2.4% | -37.8% | -40.1% |
| 6M | -57.5% | -7.8% | -49.7% | -57.0% |
| YTD | -64.7% | +5.0% | -69.7% | -65.1% |
| 1Y | -72.9% | +25.7% | -98.6% | -73.9% |
| 3Y | -33.5% | +694.5% | -727.9% | -52.9% |
| 5Y | -90.5% | +421.7% | -512.2% | -93.6% |
| All | -62.8% | +298.2% | -361.0% | -71.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling