-38.0%
QS vs IBN
-8.6%
-29.4%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | -5.0% | -5.5% | +0.5% | -3.4% |
| 30D | -18.3% | -3.4% | -14.9% | -17.5% |
| 3M | -26.0% | +8.7% | -34.7% | -27.7% |
| 6M | -24.0% | +3.7% | -27.8% | -26.9% |
| YTD | -50.3% | -2.4% | -47.9% | -52.3% |
| 1Y | -38.0% | -8.1% | -29.9% | -42.0% |
| All | -38.0% | -8.6% | -29.4% | -42.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling