-71.3%
QS vs ITOT
+14.7%
-86.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.5% | +6.0% | +2.7% |
| 7D | +4.5% | -0.7% | +5.1% | +6.8% |
| 30D | -4.1% | -1.1% | -3.0% | -0.6% |
| 3M | -22.1% | -0.8% | -21.3% | -19.6% |
| 6M | -38.4% | +7.0% | -45.4% | -47.4% |
| YTD | -57.5% | +13.3% | -70.8% | -68.3% |
| 1Y | -71.3% | +14.8% | -86.1% | -79.2% |
| All | -71.3% | +14.7% | -86.0% | -79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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