+282.9%
IVZ vs QID
-100.0%
+382.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +0.9% |
| 7D | +0.6% | -0.6% | +1.3% | +0.3% |
| 30D | +4.0% | 0.0% | +4.0% | +4.3% |
| 3M | +18.2% | +3.7% | +14.5% | +24.1% |
| 6M | +32.8% | -29.9% | +62.7% | +10.1% |
| YTD | +28.7% | -28.8% | +57.5% | +8.8% |
| 1Y | +55.4% | -37.2% | +92.6% | +22.8% |
| 3Y | +135.2% | -73.7% | +208.9% | +22.3% |
| 5Y | +64.2% | -80.7% | +144.9% | -11.2% |
| 10Y | +64.6% | -99.1% | +163.7% | -86.0% |
| All | +282.9% | -100.0% | +382.9% | -95.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling