+201.7%
IWD vs QID
-99.0%
+300.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | +1.0% |
| 7D | +2.3% | -7.1% | +9.4% | +0.3% |
| 30D | +3.6% | +12.6% | -9.1% | +7.7% |
| 3M | +2.2% | +14.2% | -12.1% | +6.9% |
| 6M | +13.0% | +6.2% | +6.8% | +16.8% |
| YTD | +26.5% | -21.8% | +48.3% | +20.7% |
| 1Y | +30.1% | -23.1% | +53.3% | +23.7% |
| 3Y | +84.9% | -71.3% | +156.2% | +38.9% |
| 5Y | +73.4% | -77.0% | +150.3% | +35.9% |
| All | +201.7% | -99.0% | +300.7% | +8.9% |
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