+28.1%
IYR vs QS
-26.0%
+54.1%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.2% | -0.9% |
| 7D | -2.8% | -5.0% | +2.1% | -2.6% |
| 30D | -2.5% | -18.3% | +15.8% | -1.7% |
| 3M | -3.0% | -26.0% | +23.0% | -2.0% |
| 6M | +1.6% | -24.0% | +25.7% | +2.2% |
| YTD | +7.3% | -50.3% | +57.6% | +9.9% |
| 1Y | +5.6% | -38.0% | +43.6% | +5.9% |
| All | +28.1% | -26.0% | +54.1% | +20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling