+135.0%
IWD vs QS
-47.0%
+182.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.6% | +6.0% | -0.3% |
| 7D | -1.2% | -4.2% | +3.0% | -1.0% |
| 30D | -1.6% | -15.7% | +14.0% | -1.0% |
| 3M | +7.0% | -28.7% | +35.7% | +8.2% |
| 6M | +17.0% | -23.2% | +40.2% | +17.7% |
| YTD | +21.6% | -49.9% | +71.5% | +24.2% |
| 1Y | +28.0% | -38.8% | +66.8% | +29.0% |
| 3Y | +70.6% | -24.0% | +94.6% | +65.7% |
| 5Y | +73.3% | -75.6% | +148.9% | +69.8% |
| All | +135.0% | -47.0% | +182.0% | +134.9% |
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