+143.5%
IVV vs QS
-53.6%
+197.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.8% | -4.4% | +2.0% |
| 7D | +0.1% | +13.7% | -13.6% | -0.6% |
| 30D | -3.3% | -0.2% | -3.1% | -3.4% |
| 3M | -2.4% | -24.8% | +22.5% | -1.1% |
| 6M | +2.6% | -39.4% | +42.0% | +4.6% |
| YTD | +11.3% | -56.1% | +67.4% | +14.9% |
| 1Y | +13.4% | -72.5% | +85.9% | +19.5% |
| 3Y | +80.3% | -16.3% | +96.6% | +73.8% |
| 5Y | +72.7% | -87.6% | +160.3% | +70.1% |
| All | +143.5% | -53.6% | +197.1% | +151.1% |
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