-75.2%
QS vs IT
-46.4%
-28.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.7% | -4.9% | -6.0% |
| 7D | -4.2% | -9.1% | +4.9% | -1.3% |
| 30D | -15.7% | -12.2% | -3.5% | -12.4% |
| 3M | -28.7% | +7.8% | -36.5% | -32.7% |
| 6M | -23.2% | +2.0% | -25.2% | -27.3% |
| YTD | -49.9% | -32.7% | -17.2% | -42.0% |
| 1Y | -38.8% | -31.1% | -7.7% | -31.2% |
| 3Y | -24.0% | -52.1% | +28.1% | -7.9% |
| All | -75.2% | -46.4% | -28.9% | -75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling