+3.9%
IYR vs QS
-37.9%
+41.8%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.2% | -0.9% |
| 7D | -2.8% | -5.0% | +2.1% | -2.7% |
| 30D | -2.5% | -18.3% | +15.8% | -2.2% |
| 3M | -3.0% | -26.0% | +23.0% | -2.5% |
| 6M | +1.6% | -24.0% | +25.7% | +1.7% |
| YTD | +7.3% | -50.3% | +57.6% | +8.2% |
| All | +3.9% | -37.9% | +41.8% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 1y: compounded portfolio wealth divided by compounded QS 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…
1y analysis · Full analysis span regression · 6 months rolling