-71.3%
QS vs IFF
+44.8%
-116.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -4.9% | +12.4% | +8.5% |
| 7D | +4.5% | -3.3% | +7.8% | +4.9% |
| 30D | -4.1% | +5.3% | -9.4% | -6.0% |
| 3M | -22.1% | +8.9% | -31.0% | -24.6% |
| 6M | -38.4% | +26.3% | -64.7% | -42.4% |
| YTD | -57.5% | +32.2% | -89.7% | -60.8% |
| 1Y | -71.3% | +45.8% | -117.1% | -74.0% |
| All | -71.3% | +44.8% | -116.1% | -74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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