+461.7%
IWD vs QID
-100.0%
+561.7%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.8% |
| 7D | -0.3% | -0.6% | +0.4% | -0.5% |
| 30D | +0.6% | 0.0% | +0.6% | +0.7% |
| 3M | +7.2% | +3.7% | +3.5% | +9.8% |
| 6M | +16.2% | -29.9% | +46.1% | +3.9% |
| YTD | +23.3% | -28.8% | +52.1% | +11.2% |
| 1Y | +29.6% | -37.2% | +66.7% | +12.3% |
| 3Y | +70.5% | -73.7% | +144.2% | +14.4% |
| 5Y | +73.5% | -80.7% | +154.2% | +17.2% |
| 10Y | +198.3% | -99.1% | +297.4% | -30.2% |
| All | +461.7% | -100.0% | +561.7% | -58.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling