+1,570.9%
QQQ vs IVZ
+303.0%
+1,268.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.2% |
| 7D | +0.4% | +0.6% | -0.3% | +0.1% |
| 30D | +0.2% | +4.0% | -3.8% | -1.1% |
| 3M | -2.8% | +18.2% | -21.0% | -8.4% |
| 6M | +18.0% | +32.8% | -14.8% | +6.6% |
| YTD | +17.3% | +28.7% | -11.4% | +6.6% |
| 1Y | +25.6% | +55.4% | -29.8% | +6.9% |
| 3Y | +93.7% | +135.2% | -41.5% | +39.1% |
| 5Y | +94.2% | +64.2% | +30.0% | +53.7% |
| 10Y | +557.9% | +64.6% | +493.2% | +366.6% |
| All | +1,570.9% | +303.0% | +1,268.0% | +571.6% |
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