+62.8%
IVZ vs QSR
+46.1%
+16.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -1.1% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | +3.1% | +5.9% | -2.8% | +0.1% |
| 3M | +18.2% | +10.5% | +7.7% | +11.7% |
| 6M | +38.6% | +7.7% | +30.9% | +32.0% |
| YTD | +25.9% | +16.8% | +9.1% | +14.0% |
| 1Y | +51.7% | +30.9% | +20.8% | +28.0% |
| 3Y | +138.7% | +28.2% | +110.5% | +94.9% |
| 5Y | +62.8% | +45.0% | +17.8% | +17.0% |
| All | +62.8% | +46.1% | +16.7% | +17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling