+1,418.0%
QLD vs IWD
+212.1%
+1,205.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.0% | +4.8% | +2.9% |
| 7D | -1.4% | +1.3% | -2.7% | -3.3% |
| 30D | -19.6% | +3.6% | -23.2% | -24.6% |
| 3M | -14.1% | +2.3% | -16.5% | -17.6% |
| 6M | -13.6% | +13.0% | -26.7% | -31.3% |
| YTD | +12.5% | +26.2% | -13.6% | -27.2% |
| 1Y | +13.1% | +30.5% | -17.3% | -31.3% |
| 3Y | +154.7% | +86.2% | +68.5% | -18.4% |
| 5Y | +81.1% | +72.9% | +8.2% | -25.6% |
| 10Y | +1,418.0% | +205.0% | +1,213.0% | +205.6% |
| All | +1,418.0% | +212.1% | +1,205.9% | +205.6% |
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