+50.5%
IVZ vs QID
-99.0%
+149.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -6.8% | +13.6% | +3.4% |
| 7D | +4.1% | -0.8% | +4.9% | +4.8% |
| 30D | -2.0% | +20.1% | -22.1% | +8.9% |
| 3M | -7.8% | +11.8% | -19.7% | -0.6% |
| 6M | +6.3% | +5.5% | +0.8% | +13.7% |
| YTD | +12.6% | -21.5% | +34.1% | +6.1% |
| 1Y | +27.6% | -22.6% | +50.3% | +20.1% |
| 3Y | +154.0% | -72.3% | +226.3% | +63.5% |
| 5Y | +37.3% | -76.9% | +114.2% | -1.5% |
| 10Y | +50.5% | -99.0% | +149.6% | -60.7% |
| All | +50.5% | -99.0% | +149.6% | -60.7% |
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