+95.1%
IEFA vs QS
-46.4%
+141.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.9% |
| 7D | -1.6% | -3.6% | +2.1% | -1.4% |
| 30D | -1.5% | -17.2% | +15.7% | -0.7% |
| 3M | +3.4% | -27.0% | +30.4% | +4.6% |
| 6M | +9.5% | -24.6% | +34.1% | +10.4% |
| YTD | +13.0% | -49.3% | +62.4% | +15.5% |
| 1Y | +18.0% | -40.3% | +58.3% | +19.1% |
| 3Y | +65.4% | -23.8% | +89.2% | +61.0% |
| 5Y | +51.6% | -75.0% | +126.5% | +48.6% |
| All | +95.1% | -46.4% | +141.5% | +96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 10y: compounded portfolio wealth divided by compounded QS 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…
10y analysis · Full analysis span regression · 6 months rolling