+761.8%
IVV vs QID
-100.0%
+861.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.9% | -0.7% |
| 7D | -2.7% | +9.4% | -12.1% | +1.3% |
| 30D | -5.4% | +31.2% | -36.6% | +6.5% |
| 3M | -4.1% | +17.4% | -21.5% | +3.5% |
| 6M | +0.7% | +8.4% | -7.7% | +6.8% |
| YTD | +8.7% | -15.8% | +24.5% | +5.3% |
| 1Y | +11.0% | -16.3% | +27.3% | +7.6% |
| 3Y | +75.4% | -70.4% | +145.8% | +22.0% |
| 5Y | +68.3% | -74.8% | +143.1% | +27.8% |
| 10Y | +315.5% | -99.0% | +414.6% | +4.0% |
| All | +761.8% | -100.0% | +861.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling