+144.4%
IWD vs QS
-62.6%
+207.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.2% | +5.4% | +0.4% |
| 7D | +2.3% | -14.0% | +16.3% | +2.9% |
| 30D | +3.6% | -6.4% | +9.9% | +3.8% |
| 3M | +2.2% | -40.3% | +42.4% | +4.2% |
| 6M | +13.0% | -57.5% | +70.5% | +16.4% |
| YTD | +26.5% | -64.7% | +91.2% | +30.9% |
| 1Y | +30.1% | -72.9% | +103.0% | +36.0% |
| 3Y | +84.9% | -33.5% | +118.3% | +80.7% |
| 5Y | +73.4% | -90.5% | +163.9% | +72.7% |
| All | +144.4% | -62.6% | +207.1% | +147.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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