+49.0%
IVZ vs QID
-99.0%
+148.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | -1.2% |
| 7D | -2.4% | +9.4% | -11.9% | +2.7% |
| 30D | -11.2% | +31.2% | -42.5% | +2.8% |
| 3M | -14.0% | +17.4% | -31.4% | -5.2% |
| 6M | +0.5% | +8.4% | -8.0% | +8.7% |
| YTD | +5.4% | -15.8% | +21.2% | +2.6% |
| 1Y | +19.5% | -16.3% | +35.8% | +16.5% |
| 3Y | +128.7% | -70.4% | +199.1% | +51.7% |
| 5Y | +28.8% | -74.8% | +103.5% | -3.8% |
| All | +49.0% | -99.0% | +148.0% | -60.3% |
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