-43.5%
QS vs IVZ
+287.6%
-331.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.2% | +4.2% | +3.8% |
| 7D | +2.2% | +1.1% | +1.1% | +1.1% |
| 30D | -8.1% | +3.1% | -11.2% | -10.5% |
| 3M | -27.0% | +18.2% | -45.2% | -37.0% |
| 6M | -16.4% | +38.6% | -55.1% | -36.6% |
| YTD | -46.4% | +25.9% | -72.3% | -56.2% |
| 1Y | -41.1% | +51.7% | -92.8% | -58.6% |
| 3Y | -18.6% | +138.7% | -157.3% | -62.3% |
| 5Y | -73.0% | +62.8% | -135.8% | -83.1% |
| All | -43.5% | +287.6% | -331.2% | -84.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling