-28.4%
QS vs IVZ
+56.4%
-84.8%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.6% | -0.4% |
| 7D | -2.3% | +0.6% | -3.0% | -2.9% |
| 30D | -0.7% | +4.0% | -4.7% | -4.1% |
| 3M | -39.6% | +18.2% | -57.8% | -47.9% |
| 6M | -21.7% | +32.8% | -54.5% | -38.8% |
| YTD | -47.4% | +28.7% | -76.2% | -58.8% |
| 1Y | -28.4% | +55.4% | -83.7% | -54.9% |
| All | -28.4% | +56.4% | -84.8% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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