+141.1%
QLD vs IVZ
+150.9%
-9.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | -3.8% | +2.2% | -5.9% | -4.7% |
| 30D | -20.5% | -2.2% | -18.4% | -19.0% |
| 3M | -14.6% | -8.4% | -6.2% | -9.3% |
| 6M | -14.7% | +6.2% | -20.8% | -17.6% |
| YTD | +11.2% | +12.4% | -1.2% | +2.5% |
| 1Y | +7.1% | +26.0% | -18.9% | -8.7% |
| 3Y | +141.1% | +147.9% | -6.8% | +33.9% |
| All | +141.1% | +150.9% | -9.8% | +33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling