-1.3%
IWF vs QS
-71.4%
+70.2%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.5% | -7.1% | -0.8% |
| 7D | -4.2% | +4.5% | -8.6% | -4.8% |
| 30D | -8.1% | -4.1% | -4.0% | -7.7% |
| 3M | -5.1% | -22.1% | +17.1% | -1.7% |
| 6M | -1.4% | -38.4% | +37.0% | +4.6% |
| YTD | -0.1% | -57.5% | +57.4% | +8.7% |
| 1Y | -1.3% | -71.3% | +70.0% | +12.0% |
| All | -1.3% | -71.4% | +70.2% | +12.0% |
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