+82.1%
QLD vs IVZ
+36.0%
+46.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.4% | -4.8% | -4.3% |
| 7D | +7.0% | +7.6% | -0.6% | +0.9% |
| 30D | -14.3% | +4.3% | -18.6% | -16.8% |
| 3M | -16.0% | -9.3% | -6.7% | -9.1% |
| 6M | -14.2% | +5.2% | -19.5% | -17.7% |
| YTD | +12.8% | +13.4% | -0.7% | +0.5% |
| 1Y | +14.1% | +25.4% | -11.3% | -6.6% |
| 3Y | +146.0% | +152.5% | -6.5% | +2.4% |
| All | +82.1% | +36.0% | +46.1% | +33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling