+1,631.1%
QLD vs IWD
+197.9%
+1,433.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +1.6% |
| 7D | +0.6% | -0.3% | +0.8% | +1.1% |
| 30D | -0.1% | +0.6% | -0.7% | -1.3% |
| 3M | -8.4% | +7.2% | -15.6% | -19.7% |
| 6M | +32.2% | +16.2% | +16.0% | -0.2% |
| YTD | +28.9% | +23.3% | +5.6% | -13.2% |
| 1Y | +43.8% | +29.6% | +14.3% | -11.7% |
| 3Y | +176.6% | +70.5% | +106.1% | +4.7% |
| 5Y | +121.6% | +73.5% | +48.1% | -9.4% |
| All | +1,631.1% | +197.9% | +1,433.2% | +224.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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