+313.7%
IVV vs QID
-99.1%
+412.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.5% |
| 7D | +0.5% | -2.7% | +3.2% | -0.5% |
| 30D | -1.0% | +1.8% | -2.8% | -0.2% |
| 3M | +3.9% | -2.2% | +6.0% | +4.2% |
| 6M | +14.5% | -32.1% | +46.6% | +1.2% |
| YTD | +12.9% | -28.6% | +41.5% | +2.2% |
| 1Y | +19.4% | -36.3% | +55.7% | +4.3% |
| 3Y | +78.8% | -74.4% | +153.2% | +20.9% |
| 5Y | +82.2% | -80.8% | +163.0% | +27.4% |
| 10Y | +313.7% | -99.1% | +412.8% | +16.4% |
| All | +313.7% | -99.1% | +412.8% | +16.4% |
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