-75.2%
QS vs IVZ
+58.7%
-133.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.8% | -5.8% | -5.9% |
| 7D | -4.2% | +1.2% | -5.4% | -5.3% |
| 30D | -15.7% | +1.8% | -17.4% | -17.2% |
| 3M | -28.7% | +15.7% | -44.4% | -38.2% |
| 6M | -23.2% | +36.3% | -59.6% | -42.6% |
| YTD | -49.9% | +24.9% | -74.8% | -59.7% |
| 1Y | -38.8% | +48.9% | -87.7% | -58.0% |
| 3Y | -24.0% | +136.8% | -160.8% | -68.4% |
| All | -75.2% | +58.7% | -133.9% | -84.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling