+1,628.2%
QLD vs IVZ
+65.9%
+1,562.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.4% |
| 7D | +0.6% | +0.6% | -0.1% | +0.1% |
| 30D | -0.1% | +4.0% | -4.1% | -2.7% |
| 3M | -8.4% | +18.2% | -26.5% | -17.7% |
| 6M | +32.2% | +32.8% | -0.6% | +9.6% |
| YTD | +28.9% | +28.7% | +0.2% | +8.2% |
| 1Y | +43.8% | +55.4% | -11.5% | +6.6% |
| 3Y | +176.6% | +135.2% | +41.4% | +50.9% |
| 5Y | +121.6% | +64.2% | +57.4% | +51.9% |
| All | +1,628.2% | +65.9% | +1,562.4% | +1,020.2% |
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