+800.3%
IVV vs QID
-100.0%
+900.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.6% |
| 7D | +0.1% | -0.6% | +0.8% | -0.1% |
| 30D | +0.1% | 0.0% | +0.1% | +0.2% |
| 3M | +2.0% | +3.7% | -1.7% | +5.0% |
| 6M | +13.0% | -29.9% | +42.9% | +0.2% |
| YTD | +13.6% | -28.8% | +42.4% | +1.8% |
| 1Y | +20.1% | -37.2% | +57.3% | +3.1% |
| 3Y | +77.6% | -73.7% | +151.3% | +17.3% |
| 5Y | +82.5% | -80.7% | +163.2% | +23.3% |
| 10Y | +316.5% | -99.1% | +415.7% | -1.2% |
| All | +800.3% | -100.0% | +900.3% | -30.2% |
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