+469.2%
IWF vs QSR
+203.9%
+265.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.3% | -0.7% |
| 7D | -1.7% | -4.7% | +3.0% | -0.2% |
| 30D | -1.8% | +4.3% | -6.2% | -3.3% |
| 3M | +1.5% | +5.4% | -4.0% | -0.7% |
| 6M | +7.7% | +8.2% | -0.5% | +4.2% |
| YTD | +2.7% | +14.1% | -11.4% | -2.7% |
| 1Y | +6.8% | +28.1% | -21.3% | -3.1% |
| 3Y | +76.9% | +25.3% | +51.6% | +59.2% |
| 5Y | +73.4% | +40.4% | +33.0% | +48.8% |
| 10Y | +416.4% | +132.4% | +284.0% | +262.4% |
| All | +469.2% | +203.9% | +265.3% | +272.9% |
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