+191.9%
QSR vs IFF
+8.8%
+183.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | -4.0% | -3.2% | -0.8% | -3.1% |
| 30D | +2.8% | -0.3% | +3.0% | +2.8% |
| 3M | +5.1% | +8.4% | -3.3% | +2.2% |
| 6M | +8.8% | +23.0% | -14.2% | +0.4% |
| YTD | +14.8% | +25.5% | -10.6% | +4.6% |
| 1Y | +25.7% | +29.1% | -3.3% | +13.2% |
| 3Y | +27.5% | +31.7% | -4.1% | +11.4% |
| 5Y | +41.3% | -35.2% | +76.5% | +54.1% |
| 10Y | +133.8% | -20.7% | +154.5% | +116.6% |
| All | +191.9% | +8.8% | +183.1% | +124.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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