Invesco QQQ Portfolio Plus Index

Overview

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The Invesco QQQ Portfolio Plus Index is a multi-asset, target volatility index that seeks to provide risk adjusted returns while maintaining a 12% volatility target. The centerpiece of the index is the Invesco QQQ exchange-traded fund (ETF) that is designed to track the Nasdaq-100 Index®, providing investors access to some of the most innovative companies in the world. The index adapts to changes in market conditions by adjusting allocations to equities, bonds, and commodities to help mitigate wild swings in the market.

Performance1

as of Jul 10, 2026

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Selected Time Period Performance

Start Date
Start Level
End Date
End Level

Latest Returns2

as of Jul 10, 2026
Index Level 1 Day (%) MTD (%) QTD (%) YTD (%)
Excess Return
Invesco QQQ Portfolio Plus Index 6,414.88 0.29 -0.22 -0.22 -3.36

Annualized Returns2

as of Jul 10, 2026
1 yr (%) 3 yr (%) 5 yr (%) 10 yr (%)
Excess Return
Invesco QQQ Portfolio Plus Index 2.44 2.93 5.76 9.49

Asset Allocation

as of

Calendar Year Performance

Year 2007 2008 2009 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023 2024 2025
Calendar Return (%) 10.12 -9.42 25.11 16.75 9.33 10.13 20.24 9.49 2.96 -0.19 32.82 -0.82 15.33 26.47 10.28 -6.04 22.46 10.16 -1.06

Historical Asset Allocation3

as of

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1.
The index was launched on May 21, 2025. All data prior to its launch date is back-tested (i.e. calculations of how the index might have performed over that time period had the index existed). Back-tested performance is subject to inherent limitations because it reflects retroactive application of an Index methodology and selection of index constituents with the benefit of hindsight. Past performance, actual or back-tested, is no guarantee of future performance.
2.
The Calculator computes one return type for the Index on a daily basis: excess return. Excess return measures the performance of the benchmark relative to a riskfree rate. This calculation is intended to show the performance of the index in excess of the return available from investing at the riskfree rate. Please see the index Methodology document for more information on excess return calculation.
3.
Component allocations may not sum to 100%. When realized volatility exceeds the target, the Index reduces component allocations below 100%. Conversely, when realized volatility decreases below the target, allocations may sum to more than 100%. The difference is nonrenumerated cash; that is cash that does not pay interest or contribute to index returns.