+233.4%
IQV vs IWD
+195.0%
+38.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.2% |
| 7D | -2.6% | -1.2% | -1.4% | -1.2% |
| 30D | +6.2% | -1.6% | +7.8% | +8.3% |
| 3M | +38.0% | +7.0% | +31.0% | +27.3% |
| 6M | +43.9% | +17.0% | +27.0% | +19.3% |
| YTD | +14.0% | +21.6% | -7.6% | -9.6% |
| 1Y | +35.5% | +28.0% | +7.5% | +1.3% |
| 3Y | +20.3% | +70.6% | -50.2% | -34.3% |
| 5Y | -1.6% | +73.3% | -75.0% | -46.5% |
| 10Y | +233.4% | +200.5% | +32.9% | +5.1% |
| All | +233.4% | +195.0% | +38.4% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 10y: compounded portfolio wealth divided by compounded IWD 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…
10y analysis · Full analysis span regression · 6 months rolling