+309.6%
IVV vs QID
-99.0%
+408.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -6.8% | +9.2% | -0.2% |
| 7D | +0.1% | -0.8% | +0.9% | +0.3% |
| 30D | -3.3% | +20.1% | -23.4% | +4.4% |
| 3M | -2.4% | +11.8% | -14.2% | +2.9% |
| 6M | +2.6% | +5.5% | -2.9% | +7.3% |
| YTD | +11.3% | -21.5% | +32.8% | +5.4% |
| 1Y | +13.4% | -22.6% | +36.1% | +7.3% |
| 3Y | +80.3% | -72.3% | +152.6% | +26.2% |
| 5Y | +72.7% | -76.9% | +149.6% | +30.4% |
| 10Y | +309.6% | -99.0% | +408.7% | +27.8% |
| All | +309.6% | -99.0% | +408.7% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 10y: compounded portfolio wealth divided by compounded QID 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…
10y analysis · Full analysis span regression · 6 months rolling