-8.6%
QXO vs IVZ
+128.9%
-137.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.2% |
| 7D | -8.7% | -2.4% | -6.3% | -8.3% |
| 30D | -21.0% | +2.5% | -23.5% | -21.3% |
| 3M | -18.4% | +17.1% | -35.4% | -20.4% |
| 6M | -43.0% | +35.1% | -78.2% | -45.6% |
| YTD | -36.3% | +24.3% | -60.6% | -38.4% |
| 1Y | -42.8% | +48.7% | -91.5% | -46.0% |
| 3Y | -45.8% | +135.6% | -181.4% | -52.7% |
| 5Y | -70.8% | +60.3% | -131.1% | -73.8% |
| 10Y | +36.3% | +62.5% | -26.2% | +3.1% |
| All | -8.6% | +128.9% | -137.5% | -38.5% |
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