-23.8%
QS vs IFF
+29.0%
-52.8%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.5% | +2.2% |
| 7D | -3.6% | -3.2% | -0.5% | -2.2% |
| 30D | -17.2% | -0.3% | -17.0% | -17.2% |
| 3M | -27.0% | +8.4% | -35.4% | -30.2% |
| 6M | -24.6% | +23.0% | -47.6% | -32.3% |
| YTD | -49.3% | +25.5% | -74.8% | -55.9% |
| 1Y | -40.3% | +29.1% | -69.4% | -49.3% |
| 3Y | -23.8% | +31.7% | -55.5% | -41.5% |
| All | -23.8% | +29.0% | -52.8% | -41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling