+1,569.6%
QQQ vs IVZ
+294.1%
+1,275.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.7% |
| 7D | +1.5% | +1.1% | +0.4% | +1.1% |
| 30D | -0.6% | +3.1% | -3.7% | -1.7% |
| 3M | +0.4% | +18.2% | -17.7% | -5.3% |
| 6M | +20.1% | +38.6% | -18.6% | +6.9% |
| YTD | +17.2% | +25.9% | -8.7% | +7.3% |
| 1Y | +24.7% | +51.7% | -27.0% | +7.0% |
| 3Y | +96.2% | +138.7% | -42.5% | +40.1% |
| 5Y | +94.4% | +62.8% | +31.6% | +54.3% |
| 10Y | +556.7% | +60.9% | +495.8% | +369.3% |
| All | +1,569.6% | +294.1% | +1,275.5% | +576.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling