+133.5%
QLD vs IWD
+79.4%
+54.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -2.6% | -10.1% | -7.1% |
| 7D | -18.6% | -0.9% | -17.6% | -16.4% |
| 30D | -28.3% | +2.6% | -30.9% | -31.9% |
| 3M | -20.4% | +1.2% | -21.6% | -22.2% |
| 6M | -14.3% | +12.1% | -26.4% | -32.3% |
| YTD | +2.8% | +24.1% | -21.4% | -34.3% |
| 1Y | -1.2% | +28.5% | -29.7% | -41.3% |
| All | +133.5% | +79.4% | +54.1% | -19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling