+48.9%
IVZ vs QSR
+29.2%
+19.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.6% |
| 7D | +1.2% | -2.4% | +3.5% | +1.4% |
| 30D | +1.8% | +5.7% | -3.9% | +1.4% |
| 3M | +15.7% | +6.9% | +8.8% | +15.0% |
| 6M | +36.3% | +6.9% | +29.5% | +35.2% |
| YTD | +24.9% | +14.9% | +10.0% | +22.1% |
| 1Y | +48.9% | +29.1% | +19.8% | +43.0% |
| All | +48.9% | +29.2% | +19.7% | +43.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling