+44.1%
IYR vs QS
-43.2%
+87.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.2% |
| 7D | -0.4% | +2.2% | -2.6% | -0.5% |
| 30D | -2.5% | -8.1% | +5.5% | -2.2% |
| 3M | +1.5% | -27.0% | +28.5% | +2.5% |
| 6M | +3.9% | -16.4% | +20.3% | +4.1% |
| YTD | +9.5% | -46.4% | +55.9% | +11.6% |
| 1Y | +7.5% | -41.1% | +48.6% | +8.3% |
| 3Y | +30.8% | -18.6% | +49.4% | +25.8% |
| 5Y | +4.8% | -73.0% | +77.8% | +1.6% |
| All | +44.1% | -43.2% | +87.4% | +40.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling