+138.3%
IWD vs QS
-44.4%
+182.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -0.7% |
| 7D | -0.3% | -2.3% | +2.0% | -0.2% |
| 30D | +0.6% | -0.7% | +1.3% | +0.6% |
| 3M | +7.2% | -39.6% | +46.9% | +9.1% |
| 6M | +16.2% | -21.7% | +37.9% | +16.8% |
| YTD | +23.3% | -47.4% | +70.7% | +25.8% |
| 1Y | +29.6% | -28.4% | +57.9% | +29.7% |
| 3Y | +70.5% | -22.6% | +93.1% | +65.5% |
| 5Y | +73.5% | -75.6% | +149.1% | +69.6% |
| All | +138.3% | -44.4% | +182.6% | +137.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling