-60.8%
QS vs IT
+47.1%
-107.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.1% | -6.7% | -7.5% |
| 7D | -5.6% | -3.7% | -1.9% | -4.6% |
| 30D | -5.8% | -3.1% | -2.7% | -5.7% |
| 3M | -39.2% | +6.3% | -45.5% | -41.4% |
| 6M | -53.9% | +24.8% | -78.7% | -59.2% |
| YTD | -62.8% | -24.4% | -38.4% | -59.9% |
| 1Y | -73.5% | -17.1% | -56.4% | -72.9% |
| 3Y | -29.1% | -53.6% | +24.6% | -7.8% |
| 5Y | -90.0% | -42.5% | -47.5% | -89.7% |
| All | -60.8% | +47.1% | -107.9% | -68.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling