+1,520.2%
QLD vs IVZ
+44.4%
+1,475.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.8% | +5.5% | +5.2% |
| 7D | -1.2% | -2.8% | +1.6% | +1.0% |
| 30D | -15.7% | -2.2% | -13.6% | -14.1% |
| 3M | -10.0% | -8.1% | -1.9% | -4.6% |
| 6M | -11.2% | +3.8% | -15.0% | -13.2% |
| YTD | +16.4% | +11.5% | +4.9% | +7.6% |
| 1Y | +12.7% | +23.7% | -11.0% | -2.9% |
| 3Y | +152.3% | +145.8% | +6.5% | +34.4% |
| 5Y | +91.8% | +36.1% | +55.6% | +49.3% |
| 10Y | +1,520.2% | +42.4% | +1,477.8% | +1,053.3% |
| All | +1,520.2% | +44.4% | +1,475.8% | +1,053.3% |
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