+14.8%
IGV vs QS
-90.5%
+105.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.2% | +4.9% | +0.5% |
| 7D | +2.3% | -14.0% | +16.4% | +4.5% |
| 30D | -6.0% | -6.4% | +0.4% | -5.3% |
| 3M | -4.8% | -40.3% | +35.5% | +2.2% |
| 6M | +14.2% | -57.5% | +71.7% | +27.4% |
| YTD | -4.2% | -64.7% | +60.4% | +8.6% |
| 1Y | -5.3% | -72.9% | +67.6% | +11.4% |
| 3Y | +38.8% | -33.5% | +72.2% | +20.8% |
| All | +14.8% | -90.5% | +105.3% | +53.0% |
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 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