+12.1%
QLD vs IWD
+28.5%
-16.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | +0.3% |
| 7D | +12.5% | +1.7% | +10.8% | +8.6% |
| 30D | -15.7% | +3.2% | -18.9% | -20.6% |
| 3M | -11.9% | +2.3% | -14.2% | -15.5% |
| 6M | -10.3% | +12.9% | -23.2% | -30.6% |
| YTD | +15.6% | +26.2% | -10.6% | -28.2% |
| 1Y | +12.1% | +28.3% | -16.1% | -32.2% |
| All | +12.1% | +28.5% | -16.4% | -32.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling