+571.7%
QQQ vs IVV
+314.9%
+256.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.2% |
| 7D | +1.0% | -0.4% | +1.3% | +1.4% |
| 30D | -0.6% | -1.4% | +0.7% | +1.0% |
| 3M | +1.3% | +3.7% | -2.4% | -2.6% |
| 6M | +18.1% | +13.0% | +5.1% | +3.0% |
| YTD | +16.9% | +12.4% | +4.4% | +2.6% |
| 1Y | +24.0% | +18.6% | +5.4% | +2.5% |
| 3Y | +95.6% | +78.1% | +17.5% | +3.0% |
| 5Y | +94.5% | +82.3% | +12.2% | +1.3% |
| 10Y | +571.7% | +322.1% | +249.6% | +41.7% |
| All | +571.7% | +314.9% | +256.8% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IVV.
Daily Out/Under-Performance
Portfolio return minus IVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVV 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 IVV 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