+551.9%
IQV vs IWD
+318.6%
+233.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.7% | -0.7% |
| 7D | +4.1% | -0.6% | +4.6% | +4.6% |
| 30D | +4.7% | +3.6% | +1.1% | +0.5% |
| 3M | +12.6% | +2.7% | +9.9% | +9.1% |
| 6M | +58.2% | +13.2% | +45.0% | +37.3% |
| YTD | +21.8% | +26.8% | -5.0% | -6.7% |
| 1Y | +25.6% | +29.3% | -3.6% | -5.8% |
| 3Y | +40.1% | +85.1% | -45.1% | -27.8% |
| 5Y | +8.7% | +74.2% | -65.5% | -39.3% |
| 10Y | +255.9% | +204.6% | +51.3% | +16.7% |
| All | +551.9% | +318.6% | +233.4% | +71.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling