+21.2%
IGV vs QS
-75.8%
+97.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.1% | -0.5% |
| 7D | -5.4% | -5.0% | -0.4% | -4.7% |
| 30D | -2.6% | -18.3% | +15.7% | +0.1% |
| 3M | +10.5% | -26.0% | +36.5% | +14.5% |
| 6M | +18.2% | -24.0% | +42.2% | +21.0% |
| YTD | -4.2% | -50.3% | +46.1% | +3.5% |
| 1Y | -9.8% | -38.0% | +28.1% | -7.8% |
| 3Y | +39.1% | -24.6% | +63.7% | +22.1% |
| 5Y | +21.2% | -75.4% | +96.6% | +19.2% |
| All | +21.2% | -75.8% | +97.0% | +19.2% |
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