+204.6%
IWD vs QID
-99.1%
+303.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.6% | +5.1% | -0.9% |
| 7D | -0.6% | -1.1% | +0.6% | -0.5% |
| 30D | +3.6% | +14.4% | -10.8% | +8.2% |
| 3M | +2.7% | +6.7% | -4.0% | +5.3% |
| 6M | +13.2% | +2.6% | +10.6% | +15.9% |
| YTD | +26.8% | -24.2% | +50.9% | +19.8% |
| 1Y | +29.3% | -22.3% | +51.6% | +23.4% |
| 3Y | +85.1% | -72.0% | +157.2% | +38.2% |
| 5Y | +74.2% | -78.2% | +152.4% | +34.4% |
| 10Y | +204.6% | -99.1% | +303.7% | +11.0% |
| All | +204.6% | -99.1% | +303.7% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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