+196.9%
QSR vs IAG
+720.8%
-523.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.6% | -2.3% |
| 7D | +0.1% | +4.3% | -4.2% | -0.1% |
| 30D | +5.9% | +9.8% | -3.8% | +5.5% |
| 3M | +10.5% | +28.9% | -18.4% | +9.1% |
| 6M | +7.7% | -7.6% | +15.3% | +7.7% |
| YTD | +16.8% | +22.0% | -5.2% | +15.1% |
| 1Y | +30.9% | +99.5% | -68.6% | +25.9% |
| 3Y | +28.2% | +818.3% | -790.1% | +14.6% |
| 5Y | +45.0% | +785.9% | -740.9% | +28.0% |
| 10Y | +127.3% | +381.1% | -253.8% | +102.0% |
| All | +196.9% | +720.8% | -523.9% | +159.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling