-33.5%
QS vs IBN
+57.3%
-90.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.4% | -5.5% | -5.3% |
| 7D | -14.0% | +1.9% | -15.9% | -14.5% |
| 30D | -6.4% | +22.1% | -28.5% | -12.5% |
| 3M | -40.3% | +17.1% | -57.4% | -43.4% |
| 6M | -57.5% | +35.5% | -93.1% | -61.5% |
| YTD | -64.7% | +16.8% | -81.5% | -66.9% |
| 1Y | -72.9% | +12.4% | -85.3% | -74.4% |
| 3Y | -33.5% | +58.0% | -91.5% | -49.5% |
| All | -33.5% | +57.3% | -90.8% | -49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling