+1,169.4%
IWF vs QID
-100.0%
+1,269.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | -0.2% |
| 7D | +0.5% | -0.6% | +1.2% | +0.3% |
| 30D | -0.4% | 0.0% | -0.4% | -0.2% |
| 3M | -2.6% | +3.7% | -6.3% | +0.9% |
| 6M | +9.1% | -29.9% | +39.0% | -4.0% |
| YTD | +4.5% | -28.8% | +33.3% | -7.0% |
| 1Y | +10.1% | -37.2% | +47.3% | -6.3% |
| 3Y | +77.6% | -73.7% | +151.4% | +15.3% |
| 5Y | +73.7% | -80.7% | +154.5% | +17.7% |
| 10Y | +411.5% | -99.1% | +510.7% | +22.4% |
| All | +1,169.4% | -100.0% | +1,269.4% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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