+305.2%
IVV vs QLD
+1,338.5%
-1,033.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -12.7% | +8.3% | +0.3% |
| 7D | -4.8% | -18.6% | +13.8% | +2.5% |
| 30D | -5.9% | -28.3% | +22.4% | +5.9% |
| 3M | -4.5% | -20.4% | +15.9% | +3.2% |
| 6M | +1.8% | -14.3% | +16.1% | +5.8% |
| YTD | +8.4% | +2.8% | +5.6% | +4.6% |
| 1Y | +9.4% | -1.2% | +10.6% | +6.9% |
| 3Y | +75.3% | +135.3% | -60.1% | +18.3% |
| 5Y | +67.8% | +62.6% | +5.2% | +21.7% |
| All | +305.2% | +1,338.5% | -1,033.3% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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