+38.4%
IGV vs QS
-24.6%
+63.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.1% |
| 7D | -2.9% | -3.6% | +0.7% | -2.6% |
| 30D | -1.5% | -17.2% | +15.7% | +0.1% |
| 3M | +11.7% | -27.0% | +38.7% | +14.3% |
| 6M | +18.4% | -24.6% | +43.0% | +20.3% |
| YTD | -3.9% | -49.3% | +45.4% | +0.4% |
| 1Y | -9.7% | -40.3% | +30.7% | -7.6% |
| 3Y | +38.4% | -23.8% | +62.2% | +32.0% |
| All | +38.4% | -24.6% | +63.0% | +32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling