+944.5%
QQQ vs IVV
+764.0%
+180.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.7% |
| 7D | +0.4% | +0.1% | +0.2% | +0.2% |
| 30D | +0.2% | +0.1% | +0.2% | +0.2% |
| 3M | -2.8% | +2.0% | -4.8% | -4.7% |
| 6M | +18.0% | +13.0% | +5.0% | +2.6% |
| YTD | +17.3% | +13.6% | +3.7% | +1.5% |
| 1Y | +25.6% | +20.1% | +5.5% | +1.9% |
| 3Y | +93.7% | +77.6% | +16.1% | +0.3% |
| 5Y | +94.2% | +82.5% | +11.7% | -1.0% |
| 10Y | +557.9% | +316.5% | +241.3% | +27.2% |
| All | +944.5% | +764.0% | +180.5% | +5.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling