-23.2%
QS vs IFF
+17.2%
-40.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.5% | -5.1% | -6.0% |
| 7D | -4.2% | -3.0% | -1.2% | -2.9% |
| 30D | -15.7% | -0.9% | -14.8% | -15.4% |
| 3M | -28.7% | +11.8% | -40.5% | -32.9% |
| 6M | -23.2% | +16.5% | -39.8% | -29.7% |
| All | -23.2% | +17.2% | -40.5% | -29.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling