-75.5%
QS vs ITOT
+72.8%
-148.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.1% | +0.7% |
| 7D | -5.0% | -2.0% | -2.9% | -0.3% |
| 30D | -18.3% | -2.0% | -16.3% | -14.3% |
| 3M | -26.0% | +4.5% | -30.5% | -32.1% |
| 6M | -24.0% | +12.6% | -36.7% | -39.7% |
| YTD | -50.3% | +12.0% | -62.3% | -59.6% |
| 1Y | -38.0% | +17.3% | -55.2% | -53.4% |
| 3Y | -24.6% | +75.2% | -99.8% | -78.0% |
| All | -75.5% | +72.8% | -148.3% | -91.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling