+1,351.8%
QLD vs IWD
+207.5%
+1,144.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +3.2% |
| 7D | -10.3% | -0.5% | -9.8% | -9.1% |
| 30D | -26.1% | +2.7% | -28.7% | -29.5% |
| 3M | -17.8% | +0.9% | -18.6% | -18.9% |
| 6M | -15.6% | +10.5% | -26.1% | -29.9% |
| YTD | +5.4% | +23.7% | -18.3% | -29.2% |
| 1Y | +5.2% | +28.7% | -23.5% | -34.5% |
| 3Y | +139.4% | +79.7% | +59.7% | -17.9% |
| 5Y | +66.7% | +69.7% | -3.0% | -29.0% |
| All | +1,351.8% | +207.5% | +1,144.3% | +208.8% |
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