+37.0%
IVZ vs QID
-76.9%
+113.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.3% | +3.6% |
| 7D | +7.6% | -7.1% | +14.8% | +4.1% |
| 30D | +4.3% | +12.6% | -8.3% | +12.2% |
| 3M | -9.3% | +14.2% | -23.6% | -1.3% |
| 6M | +5.2% | +6.2% | -0.9% | +12.8% |
| YTD | +13.4% | -21.8% | +35.2% | +6.7% |
| 1Y | +25.4% | -23.1% | +48.5% | +17.4% |
| 3Y | +152.5% | -71.3% | +223.8% | +65.7% |
| All | +37.0% | -76.9% | +113.8% | -6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling