+19.9%
IVZ vs QSR
+210.7%
-190.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.2% | +7.0% | +6.9% |
| 7D | +4.1% | +3.9% | +0.2% | +2.1% |
| 30D | -2.0% | +9.3% | -11.3% | -6.4% |
| 3M | -7.8% | +5.9% | -13.7% | -10.8% |
| 6M | +6.3% | -1.0% | +7.3% | +5.8% |
| YTD | +12.6% | +16.7% | -4.1% | +2.0% |
| 1Y | +27.6% | +18.6% | +9.0% | +14.6% |
| 3Y | +154.0% | +25.4% | +128.7% | +116.9% |
| 5Y | +37.3% | +59.0% | -21.7% | +2.9% |
| 10Y | +50.5% | +130.4% | -79.8% | -8.8% |
| All | +19.9% | +210.7% | -190.8% | -35.9% |
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