+888.0%
QQQ vs IVV
+746.5%
+141.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.2% | +0.8% |
| 7D | -0.3% | +0.1% | -0.3% | -0.3% |
| 30D | -9.6% | -3.3% | -6.3% | -5.7% |
| 3M | -5.9% | -2.4% | -3.6% | -3.0% |
| 6M | -4.3% | +2.6% | -6.9% | -6.6% |
| YTD | +11.0% | +11.3% | -0.3% | -1.4% |
| 1Y | +11.9% | +13.4% | -1.5% | -2.7% |
| 3Y | +86.7% | +80.3% | +6.4% | -4.8% |
| 5Y | +77.1% | +72.7% | +4.3% | -3.5% |
| 10Y | +517.9% | +309.6% | +208.3% | +22.1% |
| All | +888.0% | +746.5% | +141.5% | +2.6% |
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