-43.5%
QS vs INDA
+59.4%
-103.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.7% | +4.1% |
| 7D | +2.2% | -1.0% | +3.2% | +3.4% |
| 30D | -8.1% | -2.5% | -5.5% | -5.0% |
| 3M | -27.0% | +4.0% | -31.0% | -30.3% |
| 6M | -16.4% | -1.8% | -14.6% | -14.0% |
| YTD | -46.4% | -9.2% | -37.2% | -39.2% |
| 1Y | -41.1% | -7.2% | -33.9% | -35.3% |
| 3Y | -18.6% | +9.8% | -28.5% | -29.0% |
| 5Y | -73.0% | +7.5% | -80.6% | -75.9% |
| All | -43.5% | +59.4% | -103.0% | -32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling