+1,502.1%
QLD vs IWD
+203.0%
+1,299.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.9% |
| 7D | +7.0% | +2.3% | +4.7% | +2.5% |
| 30D | -14.3% | +3.6% | -17.9% | -19.6% |
| 3M | -16.0% | +2.2% | -18.2% | -19.1% |
| 6M | -14.2% | +13.0% | -27.2% | -31.7% |
| YTD | +12.8% | +26.5% | -13.8% | -27.5% |
| 1Y | +14.1% | +30.1% | -16.1% | -30.5% |
| 3Y | +146.0% | +84.9% | +61.1% | -20.3% |
| 5Y | +82.0% | +73.4% | +8.7% | -25.7% |
| All | +1,502.1% | +203.0% | +1,299.1% | +196.5% |
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