+192.1%
QSR vs IBN
+191.9%
+0.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.1% |
| 7D | -2.4% | -5.1% | +2.7% | -0.9% |
| 30D | +5.7% | -3.5% | +9.2% | +6.8% |
| 3M | +6.9% | +11.3% | -4.4% | +3.6% |
| 6M | +6.9% | +4.4% | +2.4% | +5.2% |
| YTD | +14.9% | -1.8% | +16.7% | +14.9% |
| 1Y | +29.1% | -8.0% | +37.1% | +31.3% |
| 3Y | +26.1% | +27.1% | -0.9% | +15.3% |
| 5Y | +42.3% | +54.5% | -12.2% | +20.9% |
| 10Y | +134.0% | +314.2% | -180.3% | +43.6% |
| All | +192.1% | +191.9% | +0.2% | +90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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