-62.8%
QS vs IT
+48.1%
-110.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.7% | -5.8% | -5.4% |
| 7D | -14.0% | +1.1% | -15.1% | -14.3% |
| 30D | -6.4% | -1.8% | -4.5% | -6.6% |
| 3M | -40.3% | +4.8% | -45.1% | -42.2% |
| 6M | -57.5% | +33.0% | -90.5% | -63.3% |
| YTD | -64.7% | -23.8% | -40.8% | -62.1% |
| 1Y | -72.9% | -16.5% | -56.4% | -72.3% |
| 3Y | -33.5% | -53.6% | +20.2% | -13.2% |
| 5Y | -90.5% | -42.1% | -48.4% | -90.2% |
| All | -62.8% | +48.1% | -110.9% | -69.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling