+145.0%
IVV vs QS
-60.6%
+205.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.8% | +7.5% | +0.1% |
| 7D | +3.3% | -5.6% | +8.9% | +3.6% |
| 30D | -2.7% | -5.8% | +3.2% | -2.4% |
| 3M | -1.7% | -39.2% | +37.5% | +0.6% |
| 6M | +3.2% | -53.9% | +57.1% | +6.6% |
| YTD | +12.0% | -62.8% | +74.8% | +16.5% |
| 1Y | +12.1% | -73.5% | +85.6% | +18.4% |
| 3Y | +78.6% | -29.1% | +107.7% | +73.6% |
| 5Y | +73.8% | -90.0% | +163.8% | +72.6% |
| All | +145.0% | -60.6% | +205.6% | +154.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling