+19.7%
IVZ vs QSR
+211.2%
-191.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.3% | -0.2% |
| 7D | +2.2% | +4.5% | -2.3% | 0.0% |
| 30D | -2.2% | +9.4% | -11.6% | -6.6% |
| 3M | -8.4% | +7.5% | -15.9% | -12.1% |
| 6M | +6.2% | -0.8% | +7.0% | +5.5% |
| YTD | +12.4% | +16.9% | -4.5% | +1.8% |
| 1Y | +26.0% | +16.3% | +9.7% | +14.3% |
| 3Y | +147.9% | +25.3% | +122.6% | +111.7% |
| 5Y | +38.8% | +60.4% | -21.6% | +3.5% |
| 10Y | +44.6% | +139.2% | -94.7% | -13.7% |
| All | +19.7% | +211.2% | -191.4% | -36.0% |
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 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