+48.9%
IEFA vs QS
-75.4%
+124.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.9% |
| 7D | -2.4% | -5.0% | +2.5% | -2.0% |
| 30D | -2.1% | -18.3% | +16.2% | -0.6% |
| 3M | +5.5% | -26.0% | +31.5% | +7.5% |
| 6M | +8.1% | -24.0% | +32.2% | +9.6% |
| YTD | +11.9% | -50.3% | +62.2% | +16.7% |
| 1Y | +18.1% | -38.0% | +56.0% | +19.4% |
| 3Y | +65.5% | -24.6% | +90.1% | +55.0% |
| All | +48.9% | -75.4% | +124.3% | +43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling