+317.1%
IVV vs QXO
+34.5%
+282.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | -0.8% | -7.8% | +7.0% | -0.7% |
| 30D | -1.1% | -18.1% | +17.0% | -0.8% |
| 3M | +3.9% | -25.8% | +29.7% | +4.3% |
| 6M | +13.6% | -41.7% | +55.4% | +14.3% |
| YTD | +12.7% | -36.2% | +48.9% | +13.2% |
| 1Y | +17.6% | -42.1% | +59.7% | +18.2% |
| 3Y | +77.3% | -46.2% | +123.5% | +71.3% |
| 5Y | +84.1% | -70.7% | +154.8% | +78.1% |
| All | +317.1% | +34.5% | +282.6% | +289.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 QXO 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