-71.3%
QS vs IT
-17.9%
-53.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.5% | +6.1% | +7.6% |
| 7D | +4.5% | -5.5% | +9.9% | +4.3% |
| 30D | -4.1% | +10.3% | -14.5% | -4.1% |
| 3M | -22.1% | +11.5% | -33.7% | -22.1% |
| 6M | -38.4% | +40.3% | -78.7% | -36.9% |
| YTD | -57.5% | -17.9% | -39.6% | -54.8% |
| 1Y | -71.3% | -8.8% | -62.5% | -71.6% |
| All | -71.3% | -17.9% | -53.4% | -71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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