+37.2%
IVZ vs QSR
+218.5%
-181.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | +0.6% | +2.4% | -1.8% | -0.6% |
| 30D | +4.0% | +7.6% | -3.6% | +0.1% |
| 3M | +18.2% | +12.6% | +5.5% | +10.6% |
| 6M | +32.8% | +14.4% | +18.5% | +22.6% |
| YTD | +28.7% | +19.6% | +9.1% | +15.6% |
| 1Y | +55.4% | +33.9% | +21.5% | +31.1% |
| 3Y | +135.2% | +27.1% | +108.1% | +99.8% |
| 5Y | +64.2% | +48.5% | +15.6% | +27.6% |
| 10Y | +64.6% | +126.2% | -61.6% | +0.5% |
| All | +37.2% | +218.5% | -181.4% | -27.3% |
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