Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • QS vs IFF✓SelectedUSD · IFFQS vs IFF performance historyLatest closeAs of-0.77%09/10
Stock and ETF performance explorer

QS vs IFF

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-47.7%
IFF return
-20.3%
Excess return
-27.3%
Maximum drawdown
-97.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioIFFExcessAlpha
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