-47.7%
QS vs IFF
-20.3%
-27.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.6% |
| 7D | -5.0% | -2.8% | -2.2% | -3.2% |
| 30D | -18.3% | -1.1% | -17.2% | -17.8% |
| 3M | -26.0% | +13.8% | -39.8% | -32.6% |
| 6M | -24.0% | +16.7% | -40.7% | -32.7% |
| YTD | -50.3% | +26.1% | -76.4% | -58.9% |
| 1Y | -38.0% | +33.5% | -71.5% | -51.2% |
| 3Y | -24.6% | +31.6% | -56.2% | -42.7% |
| 5Y | -75.4% | -34.9% | -40.6% | -68.1% |
| All | -47.7% | -20.3% | -27.3% | -55.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling