+474.7%
IWD vs QID
-100.0%
+574.7%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | +0.5% |
| 7D | +1.6% | +1.8% | -0.2% | +2.6% |
| 30D | +3.6% | +21.6% | -18.0% | +11.9% |
| 3M | +2.0% | +12.6% | -10.6% | +7.4% |
| 6M | +13.1% | +6.9% | +6.1% | +18.0% |
| YTD | +26.2% | -20.5% | +46.7% | +19.3% |
| 1Y | +29.6% | -18.1% | +47.7% | +24.2% |
| 3Y | +84.3% | -70.7% | +155.0% | +29.0% |
| 5Y | +73.4% | -77.2% | +150.7% | +25.3% |
| 10Y | +202.4% | -99.0% | +301.5% | -26.3% |
| All | +474.7% | -100.0% | +574.7% | -55.8% |
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