+94.9%
IEFA vs QS
-47.0%
+141.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.6% | +5.6% | -0.8% |
| 7D | -0.5% | -4.2% | +3.8% | -0.3% |
| 30D | -1.1% | -15.7% | +14.6% | -0.4% |
| 3M | +5.1% | -28.7% | +33.8% | +6.3% |
| 6M | +9.3% | -23.2% | +32.5% | +10.1% |
| YTD | +13.0% | -49.9% | +62.9% | +15.5% |
| 1Y | +19.2% | -38.8% | +58.0% | +20.2% |
| 3Y | +67.0% | -24.0% | +91.0% | +62.6% |
| 5Y | +51.1% | -75.6% | +126.7% | +48.2% |
| All | +94.9% | -47.0% | +141.9% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling