+7,443.4%
QLD vs IVZ
+215.7%
+7,227.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | -10.3% | -2.4% | -7.8% | -8.4% |
| 30D | -26.1% | -11.2% | -14.8% | -19.5% |
| 3M | -17.8% | -14.0% | -3.8% | -8.6% |
| 6M | -15.6% | +0.5% | -16.0% | -15.7% |
| YTD | +5.4% | +5.4% | -0.1% | +0.8% |
| 1Y | +5.2% | +19.5% | -14.2% | -7.8% |
| 3Y | +139.4% | +128.7% | +10.7% | +30.7% |
| 5Y | +66.7% | +28.8% | +38.0% | +36.3% |
| 10Y | +1,422.1% | +52.3% | +1,369.8% | +853.6% |
| All | +7,443.4% | +215.7% | +7,227.7% | +2,351.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling