-71.3%
QS vs INDA
-7.3%
-64.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.7% | +4.8% | +3.6% |
| 7D | +4.5% | +6.9% | -2.4% | -4.9% |
| 30D | -4.1% | +7.4% | -11.5% | -13.2% |
| 3M | -22.1% | -1.0% | -21.2% | -20.7% |
| 6M | -38.4% | +2.9% | -41.3% | -40.5% |
| YTD | -57.5% | -7.4% | -50.0% | -53.4% |
| 1Y | -71.3% | -7.4% | -63.9% | -68.8% |
| All | -71.3% | -7.3% | -64.0% | -68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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