-47.7%
QS vs IBN
+207.3%
-255.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.5% |
| 7D | -5.0% | -5.5% | +0.5% | -2.0% |
| 30D | -18.3% | -3.4% | -14.9% | -16.8% |
| 3M | -26.0% | +8.7% | -34.7% | -29.4% |
| 6M | -24.0% | +3.7% | -27.8% | -25.7% |
| YTD | -50.3% | -2.4% | -47.9% | -50.0% |
| 1Y | -38.0% | -8.1% | -29.9% | -36.0% |
| 3Y | -24.6% | +26.3% | -50.9% | -38.0% |
| 5Y | -75.4% | +54.9% | -130.4% | -81.3% |
| All | -47.7% | +207.3% | -255.0% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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