-44.6%
QS vs IAG
+370.8%
-415.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.7% | +1.0% |
| 7D | -2.3% | -0.5% | -1.8% | -2.3% |
| 30D | -0.7% | +28.9% | -29.6% | -5.7% |
| 3M | -39.6% | +19.1% | -58.8% | -41.9% |
| 6M | -21.7% | -10.3% | -11.5% | -21.1% |
| YTD | -47.4% | +24.2% | -71.6% | -49.7% |
| 1Y | -28.4% | +116.5% | -144.9% | -36.9% |
| 3Y | -22.6% | +742.8% | -765.4% | -46.3% |
| 5Y | -75.6% | +753.3% | -828.9% | -84.1% |
| All | -44.6% | +370.8% | -415.5% | -58.4% |
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 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