+138.0%
IWF vs QS
-43.2%
+181.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.4% |
| 7D | +1.5% | +2.2% | -0.7% | +1.3% |
| 30D | -1.3% | -8.1% | +6.8% | -0.8% |
| 3M | +0.1% | -27.0% | +27.1% | +1.9% |
| 6M | +10.3% | -16.4% | +26.7% | +11.0% |
| YTD | +4.2% | -46.4% | +50.5% | +7.4% |
| 1Y | +9.3% | -41.1% | +50.4% | +11.0% |
| 3Y | +79.3% | -18.6% | +98.0% | +71.2% |
| 5Y | +73.8% | -73.0% | +146.8% | +68.8% |
| All | +138.0% | -43.2% | +181.3% | +150.3% |
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