+138.7%
IVZ vs QSR
+28.6%
+110.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -1.5% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | +3.1% | +5.9% | -2.8% | +1.2% |
| 3M | +18.2% | +10.5% | +7.7% | +14.0% |
| 6M | +38.6% | +7.7% | +30.9% | +34.4% |
| YTD | +25.9% | +16.8% | +9.1% | +18.0% |
| 1Y | +51.7% | +30.9% | +20.8% | +35.3% |
| 3Y | +138.7% | +28.2% | +110.5% | +103.8% |
| All | +138.7% | +28.6% | +110.0% | +103.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling