+6.9%
QSR vs IAG
-1.2%
+8.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.7% | -1.6% |
| 7D | -2.4% | +1.7% | -4.0% | -2.3% |
| 30D | +5.7% | +11.4% | -5.8% | +6.0% |
| 3M | +6.9% | +33.0% | -26.1% | +8.2% |
| 6M | +6.9% | -6.0% | +12.9% | +7.7% |
| All | +6.9% | -1.2% | +8.1% | +7.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling