-71.3%
QS vs IVZ
+30.5%
-101.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +4.2% | +3.3% | +4.4% |
| 7D | +4.5% | +2.6% | +1.8% | +2.5% |
| 30D | -4.1% | -3.5% | -0.6% | -1.7% |
| 3M | -22.1% | -7.4% | -14.8% | -17.9% |
| 6M | -38.4% | +14.7% | -53.1% | -44.3% |
| YTD | -57.5% | +14.6% | -72.1% | -62.3% |
| 1Y | -71.3% | +30.7% | -102.0% | -75.4% |
| All | -71.3% | +30.5% | -101.8% | -75.4% |
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