+1,351.8%
QLD vs IVZ
+48.5%
+1,303.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | -10.3% | -2.4% | -7.8% | -8.5% |
| 30D | -26.1% | -11.2% | -14.8% | -19.8% |
| 3M | -17.8% | -14.0% | -3.8% | -9.0% |
| 6M | -15.6% | +0.5% | -16.0% | -15.6% |
| YTD | +5.4% | +5.4% | -0.1% | +1.1% |
| 1Y | +5.2% | +19.5% | -14.2% | -7.1% |
| 3Y | +139.4% | +128.7% | +10.7% | +34.1% |
| 5Y | +66.7% | +28.8% | +38.0% | +34.8% |
| All | +1,351.8% | +48.5% | +1,303.4% | +986.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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