+359.8%
IVV vs QSR
+218.5%
+141.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +0.1% | +2.4% | -2.3% | -0.7% |
| 30D | +0.1% | +7.6% | -7.6% | -2.3% |
| 3M | +2.0% | +12.6% | -10.6% | -2.2% |
| 6M | +13.0% | +14.4% | -1.3% | +7.5% |
| YTD | +13.6% | +19.6% | -6.0% | +6.2% |
| 1Y | +20.1% | +33.9% | -13.8% | +7.7% |
| 3Y | +77.6% | +27.1% | +50.5% | +59.7% |
| 5Y | +82.5% | +48.5% | +33.9% | +54.1% |
| 10Y | +316.5% | +126.2% | +190.3% | +194.6% |
| All | +359.8% | +218.5% | +141.3% | +197.4% |
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