+478.9%
IGV vs QSR
+206.0%
+273.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.2% |
| 7D | -1.5% | -2.4% | +0.8% | -0.7% |
| 30D | -3.0% | +5.7% | -8.7% | -5.1% |
| 3M | +9.6% | +6.9% | +2.6% | +6.6% |
| 6M | +16.1% | +6.9% | +9.3% | +12.6% |
| YTD | -3.6% | +14.9% | -18.5% | -9.2% |
| 1Y | -7.8% | +29.1% | -36.9% | -17.1% |
| 3Y | +40.0% | +26.1% | +13.9% | +25.0% |
| 5Y | +21.2% | +42.3% | -21.1% | +2.6% |
| 10Y | +364.4% | +134.0% | +230.4% | +215.6% |
| All | +478.9% | +206.0% | +273.0% | +264.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling