+40.0%
QSR vs IAG
+813.2%
-773.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.5% |
| 7D | -4.7% | -4.1% | -0.6% | -4.4% |
| 30D | +4.3% | +10.6% | -6.3% | +3.6% |
| 3M | +5.4% | +35.4% | -29.9% | +3.1% |
| 6M | +8.2% | -9.5% | +17.7% | +8.4% |
| YTD | +14.1% | +21.8% | -7.7% | +11.3% |
| 1Y | +28.1% | +84.1% | -56.0% | +20.6% |
| 3Y | +25.3% | +817.4% | -792.1% | +1.5% |
| All | +40.0% | +813.2% | -773.2% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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