+22.8%
IGV vs QSR
+39.7%
-16.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.3% |
| 7D | -5.4% | -4.7% | -0.7% | -3.5% |
| 30D | -2.6% | +4.3% | -6.9% | -4.5% |
| 3M | +10.5% | +5.4% | +5.1% | +7.7% |
| 6M | +18.2% | +8.2% | +10.0% | +13.2% |
| YTD | -4.2% | +14.1% | -18.4% | -10.7% |
| 1Y | -9.8% | +28.1% | -37.9% | -20.9% |
| 3Y | +39.1% | +25.3% | +13.8% | +18.6% |
| All | +22.8% | +39.7% | -16.9% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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