-24.7%
QS vs IT
-52.2%
+27.5%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.7% | -4.9% | -6.5% |
| 7D | -4.2% | -9.1% | +4.9% | -3.6% |
| 30D | -15.7% | -12.2% | -3.5% | -15.0% |
| 3M | -28.7% | +7.8% | -36.5% | -29.0% |
| 6M | -23.2% | +2.0% | -25.2% | -23.1% |
| YTD | -49.9% | -32.7% | -17.2% | -46.4% |
| 1Y | -38.8% | -31.1% | -7.7% | -35.2% |
| All | -24.7% | -52.2% | +27.5% | -20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling