+148.1%
IVZ vs QID
-72.3%
+220.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.8% | -3.1% |
| 7D | -2.8% | -1.1% | -1.6% | -2.4% |
| 30D | -2.2% | +14.4% | -16.5% | +6.1% |
| 3M | -8.1% | +6.7% | -14.8% | -3.2% |
| 6M | +3.8% | +2.6% | +1.2% | +9.3% |
| YTD | +11.5% | -24.2% | +35.7% | +2.8% |
| 1Y | +23.7% | -22.3% | +46.0% | +16.1% |
| All | +148.1% | -72.3% | +220.3% | +58.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling