+1,315.8%
QLD vs IWD
+208.6%
+1,107.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -2.6% | -10.1% | -7.6% |
| 7D | -18.6% | -0.9% | -17.6% | -16.7% |
| 30D | -28.3% | +2.6% | -30.9% | -31.6% |
| 3M | -20.4% | +1.2% | -21.6% | -22.0% |
| 6M | -14.3% | +12.1% | -26.4% | -30.7% |
| YTD | +2.8% | +24.1% | -21.4% | -31.4% |
| 1Y | -1.2% | +28.5% | -29.7% | -38.3% |
| 3Y | +135.3% | +79.5% | +55.8% | -19.2% |
| 5Y | +62.6% | +70.3% | -7.7% | -31.2% |
| All | +1,315.8% | +208.6% | +1,107.2% | +199.1% |
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