+77.1%
IGV vs QS
-44.4%
+121.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.3% |
| 7D | -4.5% | -2.3% | -2.2% | -4.3% |
| 30D | +3.2% | -0.7% | +3.9% | +3.2% |
| 3M | +4.5% | -39.6% | +44.2% | +8.5% |
| 6M | +22.1% | -21.7% | +43.8% | +23.6% |
| YTD | -1.0% | -47.4% | +46.4% | +3.1% |
| 1Y | -2.1% | -28.4% | +26.3% | -1.7% |
| 3Y | +44.6% | -22.6% | +67.2% | +36.7% |
| 5Y | +22.2% | -75.6% | +97.7% | +18.9% |
| All | +77.1% | -44.4% | +121.4% | +90.7% |
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