+146.0%
IVV vs QS
-47.0%
+193.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.6% | +6.2% | -0.1% |
| 7D | -0.4% | -4.2% | +3.9% | -0.2% |
| 30D | -1.4% | -15.7% | +14.3% | -0.6% |
| 3M | +3.7% | -28.7% | +32.4% | +5.2% |
| 6M | +13.0% | -23.2% | +36.3% | +14.0% |
| YTD | +12.4% | -49.9% | +62.4% | +15.4% |
| 1Y | +18.6% | -38.8% | +57.4% | +19.8% |
| 3Y | +78.1% | -24.0% | +102.1% | +72.3% |
| 5Y | +82.3% | -75.6% | +157.9% | +78.2% |
| All | +146.0% | -47.0% | +193.0% | +152.3% |
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