+30.1%
IWD vs QS
-74.4%
+104.6%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.2% | +5.4% | +0.6% |
| 7D | +2.3% | -14.0% | +16.3% | +3.5% |
| 30D | +3.6% | -6.4% | +9.9% | +4.0% |
| 3M | +2.2% | -40.3% | +42.4% | +6.1% |
| 6M | +13.0% | -57.5% | +70.5% | +20.2% |
| YTD | +26.5% | -64.7% | +91.2% | +35.3% |
| 1Y | +30.1% | -72.9% | +103.0% | +42.1% |
| All | +30.1% | -74.4% | +104.6% | +42.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling