+73.6%
IWD vs QS
-74.6%
+148.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -1.0% |
| 7D | -0.2% | +2.2% | -2.4% | -0.3% |
| 30D | -0.8% | -8.1% | +7.3% | -0.3% |
| 3M | +8.0% | -27.0% | +35.1% | +9.9% |
| 6M | +18.2% | -16.4% | +34.6% | +18.7% |
| YTD | +22.3% | -46.4% | +68.7% | +26.3% |
| 1Y | +28.9% | -41.1% | +70.0% | +30.6% |
| 3Y | +71.5% | -18.6% | +90.2% | +60.2% |
| 5Y | +73.6% | -73.0% | +146.6% | +66.2% |
| All | +73.6% | -74.6% | +148.2% | +66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling