+134.8%
IWF vs QS
-47.4%
+182.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.2% | -0.9% |
| 7D | -1.7% | -5.0% | +3.2% | -1.4% |
| 30D | -1.8% | -18.3% | +16.5% | -0.6% |
| 3M | +1.5% | -26.0% | +27.5% | +3.1% |
| 6M | +7.7% | -24.0% | +31.7% | +9.0% |
| YTD | +2.7% | -50.3% | +53.0% | +6.4% |
| 1Y | +6.8% | -38.0% | +44.7% | +8.2% |
| 3Y | +76.9% | -24.6% | +101.5% | +69.7% |
| 5Y | +73.4% | -75.4% | +148.8% | +69.2% |
| All | +134.8% | -47.4% | +182.2% | +148.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling