+221.8%
IWD vs QSR
+218.5%
+3.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -0.3% | +2.4% | -2.7% | -1.1% |
| 30D | +0.6% | +7.6% | -7.0% | -1.9% |
| 3M | +7.2% | +12.6% | -5.4% | +2.8% |
| 6M | +16.2% | +14.4% | +1.8% | +10.4% |
| YTD | +23.3% | +19.6% | +3.7% | +15.2% |
| 1Y | +29.6% | +33.9% | -4.3% | +16.2% |
| 3Y | +70.5% | +27.1% | +43.3% | +53.3% |
| 5Y | +73.5% | +48.5% | +24.9% | +46.1% |
| 10Y | +198.3% | +126.2% | +72.1% | +109.6% |
| All | +221.8% | +218.5% | +3.3% | +106.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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