+200.5%
IWD vs QID
-99.1%
+299.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.4% |
| 7D | -1.2% | -1.9% | +0.8% | -1.7% |
| 30D | -1.6% | +1.7% | -3.4% | -1.1% |
| 3M | +7.0% | -3.9% | +10.9% | +6.6% |
| 6M | +17.0% | -30.0% | +47.0% | +7.0% |
| YTD | +21.6% | -28.2% | +49.8% | +12.4% |
| 1Y | +28.0% | -35.6% | +63.6% | +15.2% |
| 3Y | +70.6% | -74.3% | +144.8% | +23.9% |
| 5Y | +73.3% | -80.8% | +154.2% | +28.0% |
| 10Y | +200.5% | -99.2% | +299.7% | 0.0% |
| All | +200.5% | -99.1% | +299.6% | 0.0% |
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