-44.6%
QS vs IT
+43.7%
-88.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.6% | +5.2% | +2.0% |
| 7D | -2.3% | -6.0% | +3.7% | -0.5% |
| 30D | -0.7% | 0.0% | -0.7% | -1.2% |
| 3M | -39.6% | +13.1% | -52.7% | -43.3% |
| 6M | -21.7% | +11.7% | -33.4% | -27.5% |
| YTD | -47.4% | -26.1% | -21.3% | -42.2% |
| 1Y | -28.4% | -21.3% | -7.1% | -24.5% |
| 3Y | -22.6% | -46.7% | +24.1% | -9.0% |
| 5Y | -75.6% | -40.5% | -35.1% | -74.4% |
| All | -44.6% | +43.7% | -88.3% | -54.1% |
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